V-Lab: NTPC Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

NTPC Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:23.88% (-1.15%)

Analysis last updated: Thursday, May 2, 2024 at 10:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.3059	7.11
$α$	0.0632	19.74
$β$	0.9773	304.83
$ν$	6	5.03

Estimation Period:
Nov 4, 2004 to Apr 30, 2024