V-Lab
ITC Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:20.23% (-0.21%)
Analysis last updated: Sunday, May 5, 2024 at 12:14 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0715 | 17.81 | |
| 0.0552 | 18.28 | |
| 0.9206 | 360.60 | |
| 0.0218 | 3.73 |
Estimation Period:
Jan 1, 1990 to May 3, 2024
Jan 1, 1990 to May 3, 2024