ITV PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.27% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0651 | 5.02 | |
| 0.0528 | 45.10 | |
| 0.9940 | 811.44 | |
| 5.2653 | 12.23 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
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