NTPC Ltd GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:25.17% (+0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1408 | 20.40 | |
| 0.0881 | 22.85 | |
| 0.8687 | 179.85 |
Estimation Period:
Nov 4, 2004 to Feb 13, 2026
Nov 4, 2004 to Feb 13, 2026
News Impact Curve
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