ITC Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.39% (+9.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1583 | 7.38 | |
| 0.1024 | 7.68 | |
| 0.8016 | 30.43 | |
| 0.0891 | 5.08 | |
| -0.1405 | -5.13 | |
| 0.0915 | 4.42 | |
| -0.0678 | -3.21 | |
| 0.0496 | 2.02 | |
| -0.0387 | -1.61 | |
| 0.0264 | 1.41 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
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