V-Lab: NTPC Ltd MF2-GARCH Volatility Analysis

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V-Lab

NTPC Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:25.49% (+0.35%)

Analysis last updated: Friday, May 3, 2024 at 11:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	51
$α$	0.0798	13.78
$β$	0.8037	54.82
$γ$	0.0105	1.63
$λ_{1}$	0.0353	1.86
$λ_{2}$	0.0368	2.10
$λ_{3}$	0.9523	40.81

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

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Volatility Forecasts