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V-Lab

NTPC Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:24.64% (+3.45%)
Analysis last updated: Saturday, February 21, 2026 at 09:23 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of NTPC Ltd S0GARCH
paramt-stat
ω0.93435.06
α0.10874.78
β0.740416.96
γ10.17131.30
γ2-0.4520-2.31
γ30.51804.12
γ4-0.3142-3.04
γ5-0.0214-0.27
γ60.31543.92
γ7-0.3993-4.49
γ80.23232.92
γ9-0.0403-0.74
Estimation Period:
Nov 4, 2004 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts