V-Lab
India NSE Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 1st, 2025:69.08% (+3.36%)
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
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