ITC Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.24% (+4.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.2052 | 4.45 | |
| 0.0679 | 41.14 | |
| 0.9902 | 456.54 | |
| 4.4290 | 13.29 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
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