ITC Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:26.26% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9324 | 7.00 | |
| 0.1103 | 7.54 | |
| 0.7779 | 27.66 | |
| 0.0413 | 0.95 | |
| 0.0178 | 0.26 | |
| -0.1761 | -3.53 | |
| 0.2424 | 5.84 | |
| -0.2117 | -5.77 | |
| 0.1299 | 3.00 | |
| -0.0631 | -1.25 | |
| 0.0500 | 1.06 | |
| -0.0998 | -1.55 | |
| 0.1977 | 1.46 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
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