ITC Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.75% (+3.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0390 | 19.04 | |
| 0.1445 | 31.52 | |
| 0.9799 | 720.54 | |
| -0.0190 | -3.92 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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