India NSE Volatility Index

CBOE Emerging Market Markets Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	0.5807	5.63
$α$	0.1423	7.75
$β$	0.7226	20.82
$γ_{1}$	-0.1631	-1.52
$γ_{2}$	0.1036	0.66
$γ_{3}$	0.0767	0.87
$γ_{4}$	-0.0097	-0.13
$γ_{5}$	-0.0075	-0.11
$γ_{6}$	0.0841	1.36
$γ_{7}$	-0.2148	-3.07
$γ_{8}$	0.2366	2.98
$γ_{9}$	-0.2205	-3.14
$γ_{10}$	0.1870	4.57

V-Lab

Jct Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, June 5th, 2025:21.55% (0.00%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Jct Ltd Analyses