ITC Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.24% (+4.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0743 | 14.06 | |
| 0.0551 | 18.65 | |
| 0.9206 | 348.56 | |
| 0.0183 | 3.33 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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