National Stock Exchange CNX Nifty Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.83% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0487 | 11.92 | |
| 0.7606 | 106.56 | |
| 0.1643 | 27.13 | |
| 0.0058 | 4.53 | |
| 0.0499 | 7.83 | |
| 0.9482 | 141.71 |
Estimation Period:
Jul 2, 1990 to Feb 6, 2026
Jul 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Equity Indices