India NSE Volatility Index MF2-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
79.22%
decreased by 4.38%
1 Week
81.15%
decreased by 2.45%
1 Month
83.83%
increased by 0.23%
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 | |
|---|---|---|
| 26 | ||
| 0.1812 | 21.74 | |
| 0.7028 | 52.09 | |
| -0.1434 | -15.14 | |
| 0.1106 | 1.24 | |
| 0.0040 | 1.59 | |
| 0.9918 | 184.39 |
Estimation Period:
Mar 3, 2008 to Apr 4, 2025
Mar 3, 2008 to Apr 4, 2025
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