V-Lab: India NSE Volatility Index MF2-GARCH Volatility Analysis

V-Lab

India NSE Volatility Index MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, August 29th, 2025:73.08% (-1.95%)

Analysis last updated: Saturday, August 30, 2025 at 12:21 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.1812	21.74
$β$	0.7028	52.09
$γ$	-0.1434	-15.14
$λ_{1}$	0.1106	1.24
$λ_{2}$	0.0040	1.59
$λ_{3}$	0.9918	184.39

Estimation Period:
Mar 3, 2008 to Apr 4, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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