ITC Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:30.26% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0388 | 19.05 | |
| 0.1439 | 31.49 | |
| 0.9801 | 724.35 | |
| -0.0188 | -3.88 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities