National Stock Exchange CNX Nifty Index MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 29th, 2026
1 Day
13.21%
decreased by 0.74%
1 Week
13.68%
decreased by 0.27%
1 Month
14.94%
increased by 0.99%
Analysis last updated: Thursday, June 25, 2026 at 12:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0475 | 11.87 | |
| 0.7665 | 109.89 | |
| 0.1627 | 27.46 | |
| 0.0057 | 5.13 | |
| 0.0485 | 7.94 | |
| 0.9496 | 148.58 |
Estimation Period:
Jul 2, 1990 to Jun 25, 2026
Jul 2, 1990 to Jun 25, 2026
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