ITC Holdings Corp GAS-GARCH Student T Volatility Analysis
Inactive
Last recorded values (Friday, October 14th, 2016):
1 Day
15.15%
1 Week
15.39%
1 Month
16.24%
Analysis last updated: Thursday, March 26, 2026 at 05:26 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1114 | 4.24 | |
| 0.0654 | 26.49 | |
| 0.9879 | 337.62 | |
| 5.2593 | 5.95 |
Estimation Period:
Jul 26, 2005 to Oct 7, 2016
Jul 26, 2005 to Oct 7, 2016
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