India NSE Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:95.18% (-5.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1131 | 5.87 | |
| 0.1520 | 4.46 | |
| 0.5767 | 9.25 | |
| 0.0517 | 0.74 | |
| 0.0560 | 0.49 | |
| -0.2256 | -2.03 | |
| 0.2482 | 2.49 | |
| -0.2523 | -3.45 | |
| 0.2456 | 2.88 |
Estimation Period:
Mar 3, 2008 to Apr 4, 2025
Mar 3, 2008 to Apr 4, 2025
News Impact Curve
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