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
$ω$	1.5402	3.27
$α$	0.1212	4.08
$β$	0.6835	9.93
$γ_{1}$	-0.1745	-0.80
$γ_{2}$	0.4005	1.33
$γ_{3}$	-0.3349	-1.68
$γ_{4}$	0.0372	0.16
$γ_{5}$	0.1084	0.47
$γ_{6}$	0.2522	1.26
$γ_{7}$	-0.6846	-3.29
$γ_{8}$	0.6550	2.88
$γ_{9}$	-0.5654	-2.24

V-Lab

Icra Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:16.87% (-0.77%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Icra Ltd Analyses