NTPC Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.61% (-1.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.2817 | 6.70 | |
| 0.0619 | 20.93 | |
| 0.9798 | 325.29 | |
| 5.4503 | 5.39 |
Estimation Period:
Nov 4, 2004 to Feb 6, 2026
Nov 4, 2004 to Feb 6, 2026
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