V-Lab
ITC Ltd AGARCH Volatility Analysis
Volatility Prediction for Thursday, May 16th, 2024:23.78% (-0.46%)
Analysis last updated: Friday, May 17, 2024 at 12:47 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0608 | 14.94 | |
| 0.0614 | 31.25 | |
| 0.9248 | 395.40 | |
| 0.3656 | 6.42 |
Estimation Period:
Jan 1, 1990 to May 10, 2024
Jan 1, 1990 to May 10, 2024