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V-Lab

ITC Properties Group Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:71.99% (-3.93%)
Analysis last updated: Saturday, February 7, 2026 at 10:35 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of ITC Properties Group Ltd S0GARCH
paramt-stat
ω1.03083.23
α0.17715.94
β0.693512.64
γ1-0.7543-2.53
γ20.93572.22
γ3-0.1550-0.53
γ40.05310.16
γ5-0.2027-0.67
γ60.45181.72
γ7-0.6246-2.50
γ80.57222.53
γ9-0.4810-3.15
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts