National Stock Exchange CNX Nifty Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
13.45%
decreased by 0.55%
1 Week
13.82%
decreased by 0.18%
1 Month
15.18%
increased by 1.18%
Analysis last updated: Friday, June 5, 2026 at 12:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0222 | 21.55 | |
| 0.0740 | 20.38 | |
| 0.8864 | 420.69 | |
| 0.0729 | 10.57 |
Estimation Period:
Jul 2, 1990 to Jun 5, 2026
Jul 2, 1990 to Jun 5, 2026
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