National Stock Exchange CNX Nifty Index EGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
14.56%
increased by 1.71%
1 Week
14.86%
increased by 2.01%
1 Month
16.04%
increased by 3.19%
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 | |
|---|---|---|
| 0.0179 | 16.96 | |
| 0.2163 | 42.33 | |
| 0.9823 | 1,193.61 | |
| -0.0532 | -13.18 |
Estimation Period:
Jul 2, 1990 to Jun 12, 2026
Jul 2, 1990 to Jun 12, 2026
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