ITC Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:23.67% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1560 | 7.39 | |
| 0.1020 | 7.67 | |
| 0.8020 | 30.42 | |
| 0.0888 | 5.07 | |
| -0.1400 | -5.12 | |
| 0.0911 | 4.41 | |
| -0.0675 | -3.21 | |
| 0.0495 | 2.01 | |
| -0.0387 | -1.60 | |
| 0.0266 | 1.41 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Zero Slope Spline-GARCH Analyses on International Equities