ITC Ltd AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:30.48% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0633 | 13.30 | |
| 0.0592 | 30.70 | |
| 0.9258 | 389.96 | |
| 0.3238 | 5.78 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
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