India NSE Volatility Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
82.14%
decreased by 3.29%
1 Week
83.03%
decreased by 2.40%
1 Month
85.56%
increased by 0.13%
Analysis last updated: Friday, June 12, 2026 at 10:25 PM 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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