India NSE Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, March 20th, 2026
1 Day
172.23%
increased by 17.66%
1 Week
77.02%
decreased by 95.21%
1 Month
37.58%
decreased by 134.65%
Analysis last updated: Friday, March 20, 2026 at 10:39 PM UTC
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
Other India NSE Volatility Index Analyses
Other GAS-GARCH Student T Analyses on Volatility Indices