V-Lab
ITC Ltd Asy. MEM Volatility Analysis
Volatility Prediction for Thursday, May 16th, 2024:22.42% (-0.79%)
Analysis last updated: Friday, May 17, 2024 at 12:47 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1846 | 28.40 | |
| 0.1898 | 40.55 | |
| 0.7567 | 202.91 | |
| 0.0333 | 3.97 |
Estimation Period:
Jan 1, 1990 to May 10, 2024
Jan 1, 1990 to May 10, 2024