NTPC Ltd AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 26th, 2026:24.78% (-1.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4003 | 39.42 | |
| 0.1595 | 40.42 | |
| 0.7197 | 217.96 | |
| 0.0931 | 2.40 |
Estimation Period:
Nov 4, 2004 to Feb 20, 2026
Nov 4, 2004 to Feb 20, 2026
News Impact Curve
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