India NSE Volatility Index MF2-GARCH Volatility Analysis
Volatility prediction for Friday, May 1st, 2026
1 Day
84.92%
increased by 6.16%
1 Week
85.16%
increased by 6.40%
1 Month
85.74%
increased by 6.98%
Analysis last updated: Saturday, May 2, 2026 at 03:34 AM 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
Other India NSE Volatility Index Analyses
Other MF2-GARCH Analyses on Volatility Indices