V-Lab
India NSE Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, September 12th, 2025:60.19% (-0.35%)
Parameter 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
News Impact Curve
Volatility Forecasts
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