India NSE Volatility Index GARCH Volatility Analysis
Volatility Prediction for Thursday, December 25th, 2025:66.90% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4101 | 17.69 | |
| 0.1057 | 18.16 | |
| 0.8242 | 107.22 |
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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