ITC Properties Group Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:73.28% (-3.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0849 | 3.48 | |
| 0.1832 | 6.07 | |
| 0.6892 | 12.74 | |
| -0.6065 | -2.69 | |
| 0.7613 | 2.40 | |
| -0.0559 | -0.29 | |
| -0.2214 | -1.12 | |
| 0.3732 | 1.83 | |
| -0.4074 | -2.07 | |
| 0.3004 | 1.52 | |
| -0.2293 | -0.61 |
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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