India NSE Volatility Index

CBOE Emerging Market Markets Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.6654	3.47
$α$	0.1442	6.16
$β$	0.7335	13.60
$γ_{1}$	-0.3164	-1.88
$γ_{2}$	0.6365	2.52
$γ_{3}$	-0.4500	-2.66
$γ_{4}$	0.0279	0.16

V-Lab

Neeraj Paper Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:45.18% (+8.76%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Neeraj Paper Analyses