ITC Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.36% (+9.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9402 | 6.92 | |
| 0.1080 | 7.57 | |
| 0.7846 | 28.74 | |
| 0.0430 | 0.98 | |
| 0.0152 | 0.22 | |
| -0.1743 | -3.46 | |
| 0.2415 | 5.73 | |
| -0.2125 | -5.73 | |
| 0.1325 | 3.05 | |
| -0.0666 | -1.31 | |
| 0.0537 | 1.14 | |
| -0.1053 | -1.67 | |
| 0.2163 | 1.66 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
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