NTPC Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.63% (-1.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.1114 | 13.36 | |
| 0.7221 | 40.01 | |
| 0.0009 | 0.11 | |
| 0.0601 | 1.31 | |
| 0.0669 | 1.50 | |
| 0.9145 | 15.42 |
Estimation Period:
Nov 4, 2004 to Feb 6, 2026
Nov 4, 2004 to Feb 6, 2026
News Impact Curve
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