ITC Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:23.41% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1655 | 7.54 | |
| 0.1073 | 7.73 | |
| 0.7898 | 28.77 | |
| 0.0895 | 5.21 | |
| -0.1412 | -5.26 | |
| 0.0922 | 4.53 | |
| -0.0688 | -3.30 | |
| 0.0509 | 2.10 | |
| -0.0405 | -1.70 | |
| 0.0282 | 1.52 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
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