ITV PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:25.52% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0575 | 5.02 | |
| 0.0527 | 45.26 | |
| 0.9940 | 815.46 | |
| 5.2625 | 12.27 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
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