India NSE Volatility Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, May 1st, 2026
1 Day
94.83%
increased by 1.88%
1 Week
94.45%
increased by 1.50%
1 Month
93.36%
increased by 0.41%
Analysis last updated: Saturday, May 2, 2026 at 03:34 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6801 | 13.27 | |
| 0.1324 | 12.30 | |
| 0.8664 | 142.69 | |
| -0.1003 | -8.02 |
Estimation Period:
Mar 3, 2008 to Apr 4, 2025
Mar 3, 2008 to Apr 4, 2025
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