V-Lab: ITC Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

ITC Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:19.60% (-0.96%)

Analysis last updated: Thursday, May 2, 2024 at 10:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.1290	4.90
$α$	0.0702	35.42
$β$	0.9875	389.25
$ν$	5	11.27

Estimation Period:
Jan 1, 1990 to Apr 30, 2024