V-Lab: India NSE Volatility Index Zero Slope Spline-GARCH Volatility Analysis

V-Lab

India NSE Volatility Index Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, July 25th, 2025:60.16% (-1.08%)

Analysis last updated: Saturday, July 26, 2025 at 01:07 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.1204	5.86
$α$	0.1526	4.40
$β$	0.5774	9.27
$γ_{1}$	0.0546	0.78
$γ_{2}$	0.0500	0.44
$γ_{3}$	-0.2165	-1.94
$γ_{4}$	0.2292	2.32
$γ_{5}$	-0.2083	-3.12
$γ_{6}$	0.1267	2.77

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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