NTPC Ltd AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:23.40% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3999 | 39.41 | |
| 0.1595 | 40.43 | |
| 0.7199 | 218.14 | |
| 0.0906 | 2.34 |
Estimation Period:
Nov 4, 2004 to Feb 13, 2026
Nov 4, 2004 to Feb 13, 2026
News Impact Curve
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