NTPC Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:24.64% (+3.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9343 | 5.06 | |
| 0.1087 | 4.78 | |
| 0.7404 | 16.96 | |
| 0.1713 | 1.30 | |
| -0.4520 | -2.31 | |
| 0.5180 | 4.12 | |
| -0.3142 | -3.04 | |
| -0.0214 | -0.27 | |
| 0.3154 | 3.92 | |
| -0.3993 | -4.49 | |
| 0.2323 | 2.92 | |
| -0.0403 | -0.74 |
Estimation Period:
Nov 4, 2004 to Feb 20, 2026
Nov 4, 2004 to Feb 20, 2026
News Impact Curve
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