National Stock Exchange CNX Nifty Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.95% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0180 | 16.88 | |
| 0.2163 | 42.00 | |
| 0.9825 | 1,190.87 | |
| -0.0531 | -13.06 |
Estimation Period:
Jul 2, 1990 to Feb 6, 2026
Jul 2, 1990 to Feb 6, 2026
News Impact Curve
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