ITC Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:31.33% (+1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.1886 | 4.44 | |
| 0.0675 | 41.34 | |
| 0.9903 | 459.97 | |
| 4.4268 | 13.33 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
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