V-Lab: NTPC Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

NTPC Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:21.62% (+0.51%)

Analysis last updated: Friday, May 3, 2024 at 11:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9151	4.47
$α$	0.0855	5.80
$β$	0.8089	25.56
$γ_{1}$	0.1469	1.07
$γ_{2}$	-0.4104	-2.01
$γ_{3}$	0.5131	3.79
$γ_{4}$	-0.3704	-3.08
$γ_{5}$	0.0774	0.81
$γ_{6}$	0.2261	2.81
$γ_{7}$	-0.3747	-4.49
$γ_{8}$	0.2695	4.16

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

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