ITC Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:30.95% (-1.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0387 | 19.05 | |
| 0.1438 | 31.49 | |
| 0.9801 | 724.90 | |
| -0.0187 | -3.88 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
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