ITT Inc EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.24% (+0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0342 | 4.67 | |
| 0.0911 | 16.50 | |
| 0.9744 | 349.87 | |
| -0.0740 | -19.83 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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