ITC Ltd GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:30.11% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0693 | 13.32 | |
| 0.0602 | 28.33 | |
| 0.9248 | 359.85 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
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