India NSE Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Friday, October 10th, 2025:68.18% (-1.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7740 | 12.73 | |
| 0.0942 | 24.46 | |
| 0.8283 | 178.25 | |
| -2.8450 | -9.54 |
Estimation Period:
Mar 3, 2008 to Apr 4, 2025
Mar 3, 2008 to Apr 4, 2025
News Impact Curve
Volatility Forecasts
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