ITC Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:29.42% (+0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9391 | 6.93 | |
| 0.1077 | 7.56 | |
| 0.7843 | 28.63 | |
| 0.0430 | 0.98 | |
| 0.0151 | 0.22 | |
| -0.1742 | -3.46 | |
| 0.2414 | 5.74 | |
| -0.2124 | -5.75 | |
| 0.1323 | 3.05 | |
| -0.0663 | -1.30 | |
| 0.0532 | 1.13 | |
| -0.1043 | -1.66 | |
| 0.2130 | 1.64 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on International Equities