ITC Properties Group Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:130.71% (-6.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 24.6052 | 8.06 | |
| 0.0643 | 95.30 | |
| 0.9974 | 3,574.73 | |
| 2.3326 | 472.75 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
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