ITC Ltd GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:29.79% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0700 | 13.35 | |
| 0.0607 | 28.31 | |
| 0.9242 | 356.28 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
News Impact Curve
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