NTPC Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.66% (-1.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9362 | 5.06 | |
| 0.1082 | 4.76 | |
| 0.7419 | 17.02 | |
| 0.1748 | 1.32 | |
| -0.4576 | -2.33 | |
| 0.5204 | 4.14 | |
| -0.3120 | -3.04 | |
| -0.0271 | -0.35 | |
| 0.3209 | 3.95 | |
| -0.4009 | -4.46 | |
| 0.2305 | 2.87 | |
| -0.0384 | -0.69 |
Estimation Period:
Nov 4, 2004 to Feb 6, 2026
Nov 4, 2004 to Feb 6, 2026
News Impact Curve
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