ITC Properties Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:91.95% (+0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0458 | 10.50 | |
| 0.0710 | 11.47 | |
| 0.9211 | 331.22 | |
| 0.0158 | 1.89 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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