NTPC Ltd GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:26.95% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1404 | 20.41 | |
| 0.0881 | 22.86 | |
| 0.8689 | 180.39 |
Estimation Period:
Nov 4, 2004 to Feb 6, 2026
Nov 4, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on International Equities