NTPC Ltd MEM Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:22.95% (-1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0737 | 5.46 | |
| 0.1843 | 30.70 | |
| 0.8045 | 228.54 |
Estimation Period:
Nov 4, 2004 to Feb 13, 2026
Nov 4, 2004 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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