First Trust India Nifty 50 Equ Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
15.19%
decreased by 0.26%
1 Week
15.24%
decreased by 0.21%
1 Month
15.36%
decreased by 0.09%
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 | |
|---|---|---|
| 0.7157 | 3.21 | |
| 0.0400 | 2.22 | |
| 0.8727 | 18.43 | |
| -0.3133 | -0.72 | |
| 0.5493 | 0.86 | |
| -0.7450 | -1.66 | |
| 1.1226 | 3.10 | |
| -0.9438 | -3.07 | |
| 0.3624 | 1.31 | |
| -0.1628 | -0.61 | |
| 0.3230 | 1.35 | |
| -0.2351 | -1.51 |
Estimation Period:
Feb 28, 2012 to May 22, 2026
Feb 28, 2012 to May 22, 2026
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