Now, officials are convinced it came across the border from Pakistan, and was not an extraterrestrial UFO as some alien investigators had suspected.

Government sources have told Indian media it was suspected it may contain a bomb, but no such device was found in the debris.

One theory is it was "a possible move by the neighbour to test India’s response" to an unexpected aircraft.

It has emerged the three-metre wide balloon appeared between 10.30am and 11am as the 67th annual Republic Day parade was happening in New Delhi.

Rounds fired at the balloon were said to be from the fighter’s 30mm GSh-301 auto cannon.

According to a Government source, the balloon had "Happy Birthday" printed on it - in an apparent reference to the anniversary.