NTPC Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:26.32% (-2.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9351 | 5.05 | |
| 0.1081 | 4.75 | |
| 0.7421 | 17.00 | |
| 0.1743 | 1.32 | |
| -0.4570 | -2.32 | |
| 0.5203 | 4.14 | |
| -0.3122 | -3.04 | |
| -0.0267 | -0.34 | |
| 0.3201 | 3.94 | |
| -0.3996 | -4.44 | |
| 0.2287 | 2.84 | |
| -0.0366 | -0.65 |
Estimation Period:
Nov 4, 2004 to Jan 30, 2026
Nov 4, 2004 to Jan 30, 2026
News Impact Curve
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