ITT Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:37.83% (-2.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9343 | 9.32 | |
| 0.1096 | 8.99 | |
| 0.7888 | 34.74 | |
| 0.0407 | 3.65 | |
| -0.0777 | -4.65 | |
| 0.0673 | 4.79 | |
| -0.0490 | -2.68 | |
| 0.0282 | 1.51 | |
| -0.0135 | -1.17 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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