V-Lab
India NSE Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, May 1st, 2025:88.14% (+2.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 33.7471 | 5.72 | |
| 0.0635 | 19.98 | |
| 0.9665 | 198.37 | |
| 3.9399 | 6.47 |
Estimation Period:
Mar 3, 2008 to Apr 4, 2025
Mar 3, 2008 to Apr 4, 2025
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