ITC Properties Group Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:75.07% (-2.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.1956 | 14.57 | |
| 0.6845 | 33.50 | |
| -0.0612 | -4.37 | |
| 0.0203 | 2.24 | |
| 0.0433 | 4.12 | |
| 0.9560 | 89.97 |
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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