First Trust India Nifty 50 Equ MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
17.14%
decreased by 0.28%
1 Week
17.35%
decreased by 0.07%
1 Month
18.06%
increased by 0.64%
Analysis last updated: Saturday, June 13, 2026 at 02:16 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 101 | ||
| 0.0000 | 0.00 | |
| 0.9016 | 103.00 | |
| 0.0856 | 14.99 | |
| 0.5074 | 0.05 | |
| 0.3422 | 0.04 | |
| 0.3330 | 0.02 |
Estimation Period:
Feb 28, 2012 to Jun 12, 2026
Feb 28, 2012 to Jun 12, 2026
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