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V-Lab

ITC Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:29.42% (+0.18%)
Analysis last updated: Friday, February 20, 2026 at 09:19 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of ITC Ltd SGARCH
paramt-stat
ω1.93916.93
α0.10777.56
β0.784328.63
γ10.04300.98
γ20.01510.22
γ3-0.1742-3.46
γ40.24145.74
γ5-0.2124-5.75
γ60.13233.05
γ7-0.0663-1.30
γ80.05321.13
γ9-0.1043-1.66
γ100.21301.64
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts