First Trust India Nifty 50 Equ GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.33% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0408 | 11.76 | |
| 0.0000 | 0.00 | |
| 0.9427 | 287.13 | |
| 0.0636 | 9.91 |
Estimation Period:
Feb 28, 2012 to Feb 6, 2026
Feb 28, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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