ITT Inc GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:36.55% (-1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2174 | 18.95 | |
| 0.0985 | 34.92 | |
| 0.8333 | 192.59 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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