National Stock Exchange CNX Nifty Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, May 29th, 2026
1 Day
13.66%
decreased by 0.63%
1 Week
14.02%
decreased by 0.27%
1 Month
15.36%
increased by 1.07%
Analysis last updated: Thursday, May 28, 2026 at 01:05 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0222 | 21.56 | |
| 0.0740 | 20.37 | |
| 0.8863 | 420.24 | |
| 0.0731 | 10.61 |
Estimation Period:
Jul 2, 1990 to May 27, 2026
Jul 2, 1990 to May 27, 2026
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