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V-Lab

NTPC Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.66% (-1.77%)
Analysis last updated: Saturday, February 7, 2026 at 11:43 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of NTPC Ltd S0GARCH
paramt-stat
ω0.93625.06
α0.10824.76
β0.741917.02
γ10.17481.32
γ2-0.4576-2.33
γ30.52044.14
γ4-0.3120-3.04
γ5-0.0271-0.35
γ60.32093.95
γ7-0.4009-4.46
γ80.23052.87
γ9-0.0384-0.69
Estimation Period:
Nov 4, 2004 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts