India NSE Volatility Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, July 3rd, 2026
1 Day
76.32%
increased by 0.76%
1 Week
77.86%
increased by 2.30%
1 Month
82.14%
increased by 6.58%
Analysis last updated: Friday, July 3, 2026 at 10:04 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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