ITT Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:37.53% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9476 | 9.42 | |
| 0.1088 | 8.98 | |
| 0.7904 | 34.87 | |
| 0.0425 | 3.82 | |
| -0.0804 | -4.81 | |
| 0.0684 | 4.80 | |
| -0.0487 | -2.53 | |
| 0.0251 | 1.16 | |
| -0.0037 | -0.14 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
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