First Trust India Nifty 50 Equ Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:14.11% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6927 | 3.22 | |
| 0.0361 | 1.96 | |
| 0.8719 | 16.26 | |
| -0.3599 | -0.80 | |
| 0.6504 | 0.98 | |
| -0.8701 | -1.94 | |
| 1.2239 | 3.45 | |
| -0.9481 | -2.90 | |
| 0.3205 | 1.05 | |
| -0.1876 | -0.67 | |
| 0.4342 | 1.69 | |
| -0.5475 | -1.13 |
Estimation Period:
Feb 28, 2012 to Feb 6, 2026
Feb 28, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other First Trust India Nifty 50 Equ Analyses
Other Spline-GARCH Analyses on ETFs