NTPC Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.57% (-1.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0483 | 16.17 | |
| 0.1801 | 21.87 | |
| 0.9642 | 437.09 | |
| 0.0066 | 0.87 |
Estimation Period:
Nov 4, 2004 to Feb 6, 2026
Nov 4, 2004 to Feb 6, 2026
News Impact Curve
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