First Trust India Nifty 50 Equ MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
17.61%
decreased by 0.32%
1 Week
17.85%
decreased by 0.08%
1 Month
18.62%
increased by 0.69%
Analysis last updated: Saturday, May 23, 2026 at 02:25 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 | |
| 0.9020 | 103.68 | |
| 0.0856 | 14.94 | |
| 0.5156 | 0.05 | |
| 0.3414 | 0.04 | |
| 0.3304 | 0.02 |
Estimation Period:
Feb 28, 2012 to May 22, 2026
Feb 28, 2012 to May 22, 2026
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