National Stock Exchange CNX Nifty Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 29th, 2026
1 Day
13.52%
decreased by 0.60%
1 Week
13.88%
decreased by 0.24%
1 Month
15.22%
increased by 1.10%
Analysis last updated: Thursday, June 25, 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 | |
|---|---|---|
| 0.0222 | 21.54 | |
| 0.0737 | 20.34 | |
| 0.8866 | 422.00 | |
| 0.0730 | 10.60 |
Estimation Period:
Jul 2, 1990 to Jun 25, 2026
Jul 2, 1990 to Jun 25, 2026
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