ITC Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:31.06% (+0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0743 | 14.06 | |
| 0.0550 | 18.64 | |
| 0.9206 | 348.59 | |
| 0.0182 | 3.31 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
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