NTPC Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:31.02% (-2.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0481 | 16.12 | |
| 0.1798 | 21.79 | |
| 0.9643 | 437.74 | |
| 0.0065 | 0.87 |
Estimation Period:
Nov 4, 2004 to Jan 30, 2026
Nov 4, 2004 to Jan 30, 2026
News Impact Curve
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