National Stock Exchange CNX Nifty Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.27% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0220 | 21.46 | |
| 0.0741 | 20.37 | |
| 0.8869 | 420.35 | |
| 0.0721 | 10.44 |
Estimation Period:
Jul 2, 1990 to Feb 6, 2026
Jul 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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