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
$ω$	1.5209	9.88
$α$	0.1068	5.99
$β$	0.7962	23.19
$γ_{1}$	0.0360	2.74
$γ_{2}$	-0.0622	-3.16
$γ_{3}$	0.0583	4.20
$γ_{4}$	-0.0551	-3.25
$γ_{5}$	0.0113	0.46

V-Lab

Bank of Baroda Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:26.76% (-0.26%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Bank of Baroda Analyses