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V-Lab

ITC Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:26.26% (-0.75%)
Analysis last updated: Friday, February 6, 2026 at 09:12 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of ITC Ltd SGARCH
paramt-stat
ω1.93247.00
α0.11037.54
β0.777927.66
γ10.04130.95
γ20.01780.26
γ3-0.1761-3.53
γ40.24245.84
γ5-0.2117-5.77
γ60.12993.00
γ7-0.0631-1.25
γ80.05001.06
γ9-0.0998-1.55
γ100.19771.46
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts