India VIX rises with Nifty as relationship breaks downSantanu Chakraborty
Nifty & India VIX CNX Nifty & India VIX 8500 CNX Nifty India VIX 8000 7500 7000 6500 6000 5500 40 35 30 25 20 15 10 5 Parameter Base Model Maturity No of Strikes RVI & India VIX MOEX Options on RTS Index Futures CBOE VIX 30 days 14 NSE Options on S&P CNX Nifty index CBOE VIX ...
Trading Plan: Will Bank Nifty continue to outperform benchmark Nifty 50? The chart pattern signals a possibility of an upward trend, which may confirm in the following session. However, the overall trend remains in favour of the bears, experts said. ...
#NIFTY #MarketVolatility #VIX #FinancialEducation YouTube Video VVVmSnh0SldUSEZtd1dDcXh0ZmM2ZFVRLmlYamF2YnBCdWhB Join Rajat Dhar as he analyzes the performance of different sectors in the Indian stock market amid volatility. Discover why banking and mid-cap stocks are vulnerable, how the Nif...
Trading Plan: Will Nifty surpass 20-day EMA of 23,300, Bank Nifty climb above 49,500 amid rising VIX? The Nifty 50 needs to clear the 23,260–23,300 zone, followed by 23,350–23,400, for bulls to gain strength. Until then, consolidation may continue, with support at 23,000. ...
nifty50 returnsVIXcausality volumeThe study investigated one of the vital issues on market microstructure, the relationship between volatility, stock returns and trading volume on Indian stock mdoi:10.2139/ssrn.3742989Gaur, ArushiRoy, PreetiSiddiqui, Saif...
Shaikh I, Padhi P (2014). Inter-Temporal Relationship between India VIX and Nifty Equity Index. Decision, 41(4), 439-448.Shaikh, I.; Padhi, P. Inter-temporal relationship between India VIX and Nifty equity index. Decision 2014, 41, 439-448. [CrossRef]...
An Analysis of Spillover of Return and Asymmetric Spillover of Volatility between NIFTY and India VIXChopra, MonikaSouth Asian Journal of Management
To analyze volatility clusters in India's implied volatility index (Nifty VIX) daily closing levels for the Nifty VIX were gathered covering trading days from January 2010 through January 2014. ARIMA and GARCH models applied to the de-trended Nifty VIX time series were found of limited use for...