IndiaVIX but for next day volatility prediction?

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Budget - Nifty and bank nifty historical data

Nifty [budgetnifty] Banknifty [budgetbnf] Source: Finowings Some observations from past data: We can expect volatility in the range of 1 to 6 % !! on budget data with an average volatility range of 4% on the event date in Bank Nifty We had 8 negative and 8 positive out of 16 times where returns following budget in Bank Nifty Even the week prior to budget, the returns are more or less 50% with 9 times giving negative returns and 7 times positive in Bank Nifty. Interesting point…