India NSE Volatility Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
77.50%
decreased by 2.09%
1 Week
78.90%
decreased by 0.69%
1 Month
82.82%
increased by 3.23%
Analysis last updated: Saturday, May 23, 2026 at 01:51 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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