India NSE Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, October 10th, 2025:58.73% (-1.13%)
Parameter Estimates
param | t-stat | |
---|---|---|
2.1204 | 5.86 | |
0.1526 | 4.40 | |
0.5774 | 9.27 | |
0.0546 | 0.78 | |
0.0500 | 0.44 | |
-0.2165 | -1.94 | |
0.2292 | 2.32 | |
-0.2083 | -3.12 | |
0.1267 | 2.77 |
Estimation Period:
Mar 3, 2008 to Apr 4, 2025
Mar 3, 2008 to Apr 4, 2025
News Impact Curve
Volatility Forecasts
Other India NSE Volatility Index Analyses
Other Zero Slope Spline-GARCH Analyses on Volatility Indices