ITC Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:25.63% (+0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.1852 | 4.45 | |
| 0.0674 | 41.60 | |
| 0.9904 | 466.75 | |
| 4.4397 | 13.35 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
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