V-Lab
NTPC Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:23.43% (-1.34%)
Analysis last updated: Sunday, April 21, 2024 at 01:57 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3856 | 38.17 | |
| 0.1514 | 41.92 | |
| 0.7341 | 250.04 | |
| 0.0590 | 1.47 |
Estimation Period:
Nov 4, 2004 to Apr 19, 2024
Nov 4, 2004 to Apr 19, 2024