V-Lab
V-Lab
India NSE Volatility Index GARCH Volatility Analysis
Volatility Prediction for Friday, September 19th, 2025:65.05% (+1.98%)
Analysis last updated: Friday, September 19, 2025 at 11:30 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of India NSE Volatility Index GARCH
paramt-stat
ω2.410117.69
α0.105718.16
β0.8242107.22
Estimation Period:
Mar 3, 2008 to Apr 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts