V-Lab
India NSE Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, June 27th, 2025:79.60% (-0.84%)
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