ITC Ltd AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:30.72% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0638 | 13.34 | |
| 0.0594 | 30.70 | |
| 0.9255 | 387.70 | |
| 0.3194 | 5.70 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
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