Hello Naga,
I believe all date/time columns in the DNC list are in UTC and I don't think there is any way to configure these columns to displaying in different time zones. Once exported you could adjust the date time manually in a spreadsheet.
I did find an idea on the Genesys Cloud Product Ideas Lab: Add timezones to DNC list. It is currently marked as "Will Not Implement", but if it receives more votes and use cases it could be reconsidered
------------------------------
Sam Jillard
Online Community Manager/Moderator
Genesys - Employees
------------------------------