India NSE Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Thursday, January 15th, 2026:75.96% (-1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1080 | 5.82 | |
| 0.1244 | 17.98 | |
| 0.9706 | 240.44 | |
| 0.0959 | 13.68 |
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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