Correlation Coefficient

Symbol
NIFTY Correlation Coefficient
Period With INDIAVIX With NIFTY Futures Volatility
5 Days -0.96 0.34
8 Days -0.82 0.02
13 Days -0.8 0.42
21 Days -0.72 -0.06
Underlying Details
Sr. No Date NIFTY Closing Price INDIAVIX NIFTY Futures Vilatility
1 30-Jul-21 15763.05 12.8025 24.9300
2 29-Jul-21 15778.45 12.9450 24.9900
3 28-Jul-21 15709.40 13.6925 25.0500
4 27-Jul-21 15746.45 13.2325 25.1100
5 26-Jul-21 15824.45 12.4500 25.1700
6 23-Jul-21 15856.05 11.7625 25.2300
7 22-Jul-21 15824.05 11.8850 25.2900
8 20-Jul-21 15632.10 13.2050 25.3000
9 19-Jul-21 15752.40 12.6800 25.3500
10 16-Jul-21 15923.40 11.7050 25.3600
11 15-Jul-21 15924.20 12.2700 25.4300
12 14-Jul-21 15853.95 12.5900 25.4800
13 13-Jul-21 15812.35 12.6225 25.5500
14 12-Jul-21 15692.60 12.9925 25.5900
15 09-Jul-21 15689.80 12.9425 25.6500
16 08-Jul-21 15727.90 13.5600 25.7200
17 07-Jul-21 15879.65 12.2125 25.7500
18 06-Jul-21 15818.25 12.2750 25.8100
19 05-Jul-21 15834.35 12.0675 25.8800
20 02-Jul-21 15722.20 12.0900 25.9200
21 01-Jul-21 15680.00 12.8400 25.9900