V-Lab
NTPC Ltd AGARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:23.63% (-1.43%)
Analysis last updated: Thursday, May 2, 2024 at 10:31 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3857 | 38.18 | |
| 0.1513 | 41.90 | |
| 0.7342 | 250.25 | |
| 0.0613 | 1.53 |
Estimation Period:
Nov 4, 2004 to Apr 30, 2024
Nov 4, 2004 to Apr 30, 2024