Correlation Coefficient

Symbol
NIFTY Correlation Coefficient
Period With INDIAVIX With NIFTY Futures Volatility
5 Days -0.93 -0.96
8 Days -0.94 -0.65
13 Days -0.86 -0.06
21 Days -0.72 0.18
Underlying Details
Sr. No Date NIFTY Closing Price INDIAVIX NIFTY Futures Vilatility
1 26-Nov-21 17026.45 20.8025 22.4200
2 25-Nov-21 17536.25 16.6625 22.0800
3 24-Nov-21 17415.05 17.0950 22.1100
4 23-Nov-21 17503.35 18.0150 22.1500
5 22-Nov-21 17416.55 17.5200 22.2000
6 18-Nov-21 17764.80 14.8575 22.0900
7 17-Nov-21 17898.65 14.9800 22.1300
8 16-Nov-21 17999.20 15.1950 22.1700
9 15-Nov-21 18109.45 15.4650 22.2000
10 12-Nov-21 18102.75 15.2175 22.2600
11 11-Nov-21 17873.60 16.3525 22.2400
12 10-Nov-21 18017.20 16.3050 22.2800
13 09-Nov-21 18044.25 16.0025 22.3300
14 08-Nov-21 18068.55 16.3400 22.3800
15 04-Nov-21 17916.80 15.7475 22.3900
16 03-Nov-21 17829.20 16.1250 22.4400
17 02-Nov-21 17888.95 17.0625 22.4900
18 01-Nov-21 17929.65 17.2350 22.5300
19 29-Oct-21 17671.65 17.4250 22.4800
20 28-Oct-21 17857.25 17.9125 22.4800
21 27-Oct-21 18210.95 16.8275 22.4000