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V-Lab

ITC Properties Group Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:73.28% (-3.96%)
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 SGARCH
paramt-stat
ω1.08493.48
α0.18326.07
β0.689212.74
γ1-0.6065-2.69
γ20.76132.40
γ3-0.0559-0.29
γ4-0.2214-1.12
γ50.37321.83
γ6-0.4074-2.07
γ70.30041.52
γ8-0.2293-0.61
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts