ITC Ltd APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.23% (+4.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0608 | 11.82 | |
| 0.0788 | 27.41 | |
| 0.9167 | 317.64 | |
| 0.0975 | 5.28 | |
| 1.5218 | 29.12 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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