NTPC Ltd GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:29.53% (-1.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1401 | 20.39 | |
| 0.0879 | 22.81 | |
| 0.8692 | 180.43 |
Estimation Period:
Nov 4, 2004 to Jan 30, 2026
Nov 4, 2004 to Jan 30, 2026
News Impact Curve
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