India NSE Volatility Index

CBOE Emerging Market Markets Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.6635	3.44
$α$	0.1451	6.16
$β$	0.7346	13.67
$γ_{1}$	-0.3267	-1.95
$γ_{2}$	0.6604	2.66
$γ_{3}$	-0.4965	-3.29
$γ_{4}$	0.1592	1.86

V-Lab

Neeraj Paper Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:49.11% (+7.94%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Neeraj Paper Analyses