VIX does not reflect short term NIFTY volatility in 2022

NIFTY is more volatile than what Volatility Index (VIX) implies. In this article, we calculate the short term volatility of NIFTY from the year 2018 to 2022.

Using VIX to determine short-term NIFTY ranges

This study attempts to use VIX (Volatility Index) to determine short term ranges for NIFTY and compares the result with the actual historical data.