National Stock Exchange CNX Nifty Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.08% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 12.0259 | 6.40 | |
| 0.0858 | 78.83 | |
| 0.9989 | 5,257.27 | |
| 7.5662 | 12.96 |
Estimation Period:
Jul 2, 1990 to Feb 6, 2026
Jul 2, 1990 to Feb 6, 2026
Other GAS-GARCH Student T Analyses on Equity Indices