India NSE Volatility Index GARCH Volatility Analysis
Volatility prediction for Friday, June 26th, 2026
1 Day
81.11%
decreased by 2.78%
1 Week
82.77%
decreased by 1.12%
1 Month
86.91%
increased by 3.02%
Analysis last updated: Friday, June 26, 2026 at 11:15 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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