India NSE Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	1.5255	9.47
$α$	0.1057	6.28
$β$	0.8075	25.55
$γ_{1}$	0.0362	2.62
$γ_{2}$	-0.0637	-3.09
$γ_{3}$	0.0637	4.51
$γ_{4}$	-0.0688	-4.48
$γ_{5}$	0.0467	3.73

V-Lab

Bank of Baroda Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:37.21% (-2.66%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Bank of Baroda Analyses