India NSE Volatility Index GARCH Volatility Analysis
Volatility prediction for Friday, April 10th, 2026
1 Day
143.54%
decreased by 10.84%
1 Week
137.99%
decreased by 16.39%
1 Month
122.50%
decreased by 31.88%
Analysis last updated: Friday, April 10, 2026 at 07:40 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter 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
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