National Stock Exchange CNX Nifty Index MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
12.82%
decreased by 0.57%
1 Week
13.35%
decreased by 0.04%
1 Month
14.45%
increased by 1.06%
Analysis last updated: Friday, June 5, 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 | ||
| 0.0479 | 11.97 | |
| 0.7665 | 110.06 | |
| 0.1626 | 27.44 | |
| 0.0057 | 5.13 | |
| 0.0482 | 7.98 | |
| 0.9499 | 150.42 |
Estimation Period:
Jul 2, 1990 to Jun 5, 2026
Jul 2, 1990 to Jun 5, 2026
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