NTPC Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.82% (-2.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3991 | 39.43 | |
| 0.1593 | 40.45 | |
| 0.7204 | 218.98 | |
| 0.0886 | 2.29 |
Estimation Period:
Nov 4, 2004 to Feb 6, 2026
Nov 4, 2004 to Feb 6, 2026
News Impact Curve
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