National Stock Exchange CNX Nifty Index MF2-GARCH Volatility Analysis
Volatility prediction for Friday, May 29th, 2026
1 Day
12.19%
decreased by 0.53%
1 Week
12.89%
increased by 0.17%
1 Month
14.37%
increased by 1.65%
Analysis last updated: Thursday, May 28, 2026 at 01:06 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0479 | 11.96 | |
| 0.7661 | 110.15 | |
| 0.1633 | 27.51 | |
| 0.0057 | 5.13 | |
| 0.0482 | 8.00 | |
| 0.9499 | 150.54 |
Estimation Period:
Jul 2, 1990 to May 27, 2026
Jul 2, 1990 to May 27, 2026
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