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First Trust India Nifty 50 Equ Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.85% (-0.45%)
Analysis last updated: Friday, February 6, 2026 at 11:15 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of First Trust India Nifty 50 Equ S0GARCH
paramt-stat
ω0.70053.23
α0.03702.01
β0.872817.04
γ1-0.3469-0.77
γ20.62670.94
γ3-0.8463-1.86
γ41.19643.34
γ5-0.9182-2.79
γ60.28150.92
γ7-0.1147-0.41
γ80.27581.24
γ9-0.1624-1.15
Estimation Period:
Feb 28, 2012 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts