NTPC Ltd GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.28% (-1.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1404 | 20.41 | |
| 0.0881 | 22.86 | |
| 0.8689 | 180.39 |
Estimation Period:
Nov 4, 2004 to Feb 6, 2026
Nov 4, 2004 to Feb 6, 2026
News Impact Curve
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