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V-Lab

ITC Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.36% (+9.23%)
Analysis last updated: Saturday, February 7, 2026 at 11:25 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of ITC Ltd SGARCH
paramt-stat
ω1.94026.92
α0.10807.57
β0.784628.74
γ10.04300.98
γ20.01520.22
γ3-0.1743-3.46
γ40.24155.73
γ5-0.2125-5.73
γ60.13253.05
γ7-0.0666-1.31
γ80.05371.14
γ9-0.1053-1.67
γ100.21631.66
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts