ITC Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.78% (+8.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0992 | 23.55 | |
| 0.7204 | 62.72 | |
| 0.0589 | 9.06 | |
| 0.0148 | 2.39 | |
| 0.0140 | 3.82 | |
| 0.9821 | 234.79 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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