ITC Properties Group Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:71.99% (-3.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0308 | 3.23 | |
| 0.1771 | 5.94 | |
| 0.6935 | 12.64 | |
| -0.7543 | -2.53 | |
| 0.9357 | 2.22 | |
| -0.1550 | -0.53 | |
| 0.0531 | 0.16 | |
| -0.2027 | -0.67 | |
| 0.4518 | 1.72 | |
| -0.6246 | -2.50 | |
| 0.5722 | 2.53 | |
| -0.4810 | -3.15 |
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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