India NSE Volatility Index APARCH Volatility Analysis
Volatility prediction for Friday, April 3rd, 2026
1 Day
155.95%
decreased by 6.78%
1 Week
153.62%
decreased by 9.11%
1 Month
145.63%
decreased by 17.10%
Analysis last updated: Friday, April 3, 2026 at 10:07 PM 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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