NTPC Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:23.58% (+0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1374 | 20.57 | |
| 0.0902 | 11.57 | |
| 0.8709 | 185.41 | |
| -0.0068 | -0.61 |
Estimation Period:
Nov 4, 2004 to Feb 13, 2026
Nov 4, 2004 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities