V-Lab
V-Lab
India NSE Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 1st, 2025:135.09% (-5.23%)
Analysis last updated: Friday, May 2, 2025 at 11:51 PM UTC
Date Range:

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to

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1Y ·

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graph of India NSE Volatility Index GJR-GARCH
paramt-stat
ω1.680113.27
α0.132412.30
β0.8664142.69
γ-0.1003-8.02
Estimation Period:
Mar 3, 2008 to Apr 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts