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V-Lab

NTPC Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:26.32% (-2.41%)
Analysis last updated: Friday, February 6, 2026 at 09:14 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of NTPC Ltd S0GARCH
paramt-stat
ω0.93515.05
α0.10814.75
β0.742117.00
γ10.17431.32
γ2-0.4570-2.32
γ30.52034.14
γ4-0.3122-3.04
γ5-0.0267-0.34
γ60.32013.94
γ7-0.3996-4.44
γ80.22872.84
γ9-0.0366-0.65
Estimation Period:
Nov 4, 2004 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts