NTPC Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:13.18% (-1.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9861 | 5.20 | |
| 0.1129 | 4.98 | |
| 0.7222 | 15.52 | |
| 0.3083 | 1.93 | |
| -0.6708 | -2.97 | |
| 0.5680 | 4.84 | |
| -0.1669 | -1.54 | |
| -0.1868 | -1.23 | |
| 0.2000 | 1.18 | |
| 0.1261 | 0.91 | |
| -0.4780 | -4.20 | |
| 0.5883 | 4.74 | |
| -0.8467 | -3.46 |
Estimation Period:
Nov 4, 2004 to Feb 13, 2026
Nov 4, 2004 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on International Equities