National Stock Exchange CNX Nifty Index AGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
17.00%
increased by 3.40%
1 Week
17.41%
increased by 3.81%
1 Month
18.87%
increased by 5.27%
Analysis last updated: Friday, June 12, 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 | |
|---|---|---|
| 0.0217 | 15.49 | |
| 0.1298 | 63.13 | |
| 0.8617 | 494.93 | |
| 0.3527 | 24.53 |
Estimation Period:
Jul 2, 1990 to Jun 12, 2026
Jul 2, 1990 to Jun 12, 2026
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