National Stock Exchange CNX Nifty Index GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
13.53%
increased by 0.60%
1 Week
13.84%
increased by 0.91%
1 Month
14.98%
increased by 2.05%
Analysis last updated: Monday, June 8, 2026 at 12:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0198 | 20.26 | |
| 0.1051 | 43.67 | |
| 0.8909 | 413.59 |
Estimation Period:
Jul 2, 1990 to Jun 5, 2026
Jul 2, 1990 to Jun 5, 2026
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