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
$ω$	1.5214	9.85
$α$	0.1069	5.99
$β$	0.7967	23.21
$γ_{1}$	0.0362	2.73
$γ_{2}$	-0.0624	-3.15
$γ_{3}$	0.0584	4.18
$γ_{4}$	-0.0550	-3.22
$γ_{5}$	0.0111	0.45

V-Lab

Bank of Baroda Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:32.07% (-2.43%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Bank of Baroda Analyses