India NSE Volatility Index

CBOE Emerging Market Markets Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	1.5247	9.52
$α$	0.1060	6.28
$β$	0.8058	25.28
$γ_{1}$	0.0361	2.64
$γ_{2}$	-0.0635	-3.11
$γ_{3}$	0.0633	4.53
$γ_{4}$	-0.0682	-4.50
$γ_{5}$	0.0462	3.73

V-Lab

Bank of Baroda Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:28.68% (+0.55%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Bank of Baroda Analyses