India NSE Volatility Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, April 10th, 2026
1 Day
126.97%
decreased by 5.72%
1 Week
123.92%
decreased by 8.77%
1 Month
114.65%
decreased by 18.04%
Analysis last updated: Friday, April 10, 2026 at 07:40 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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