NTPC Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:26.02% (+0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0482 | 16.19 | |
| 0.1800 | 21.84 | |
| 0.9642 | 436.88 | |
| 0.0064 | 0.84 |
Estimation Period:
Nov 4, 2004 to Feb 13, 2026
Nov 4, 2004 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities