V-Lab
V-Lab
India NSE Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Friday, June 13th, 2025:73.17% (+1.56%)
Analysis last updated: Saturday, June 14, 2025 at 12:42 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of India NSE Volatility Index EGARCH
paramt-stat
ω0.10805.82
α0.124417.98
β0.9706240.44
γ0.095913.68
Estimation Period:
Mar 3, 2008 to Apr 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts