ITC Ltd MEM Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:33.43% (-2.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1674 | 5.69 | |
| 0.2023 | 24.19 | |
| 0.7627 | 213.28 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other MEM Analyses on International Equities