V-Lab
India Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Tuesday, November 23rd, 2021:91.46% (+27.60%)
Analysis last updated: Monday, November 22, 2021 at 09:46 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0981 | 4.34 | |
| 0.0958 | 15.89 | |
| 0.9721 | 197.30 | |
| 0.0934 | 13.93 |
Estimation Period:
Mar 3, 2008 to Nov 12, 2021
Mar 3, 2008 to Nov 12, 2021
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