ITC Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:28.04% (+0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0987 | 23.50 | |
| 0.7204 | 62.79 | |
| 0.0593 | 9.13 | |
| 0.0145 | 2.39 | |
| 0.0138 | 3.82 | |
| 0.9823 | 237.91 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on International Equities