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V-Lab

NTPC Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:13.18% (-1.26%)
Analysis last updated: Thursday, February 19, 2026 at 08:29 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of NTPC Ltd SGARCH
paramt-stat
ω0.98615.20
α0.11294.98
β0.722215.52
γ10.30831.93
γ2-0.6708-2.97
γ30.56804.84
γ4-0.1669-1.54
γ5-0.1868-1.23
γ60.20001.18
γ70.12610.91
γ8-0.4780-4.20
γ90.58834.74
γ10-0.8467-3.46
Estimation Period:
Nov 4, 2004 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts