ITC Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:29.31% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0743 | 14.06 | |
| 0.0551 | 18.64 | |
| 0.9206 | 348.59 | |
| 0.0182 | 3.30 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
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