V-Lab
ITC Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:18.99% (-0.06%)
Analysis last updated: Sunday, May 5, 2024 at 12:14 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0358 | 19.89 | |
| 0.1468 | 31.17 | |
| 0.9826 | 1018.23 | |
| -0.0207 | -4.37 |
Estimation Period:
Jan 1, 1990 to May 3, 2024
Jan 1, 1990 to May 3, 2024