India NSE Volatility Index APARCH Volatility Analysis
Volatility Prediction for Friday, January 2nd, 2026:61.55% (-1.25%)
Parameter 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
News Impact Curve
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