India NSE Volatility Index APARCH Volatility Analysis
Volatility prediction for Friday, May 8th, 2026
1 Day
92.86%
decreased by 4.19%
1 Week
93.38%
decreased by 3.67%
1 Month
95.15%
decreased by 1.90%
Analysis last updated: Saturday, May 9, 2026 at 03:07 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2834 | 6.23 | |
| 0.0643 | 13.52 | |
| 0.9171 | 198.64 | |
| -0.6906 | -8.62 | |
| 1.3107 | 21.79 |
Estimation Period:
Mar 3, 2008 to Apr 4, 2025
Mar 3, 2008 to Apr 4, 2025
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