ITC Ltd GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.72% (+4.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0695 | 13.33 | |
| 0.0604 | 28.34 | |
| 0.9246 | 358.94 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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