ITC Holdings Corp GARCH Volatility Analysis
Inactive
Last recorded values (Friday, October 14th, 2016):
1 Day
14.98%
1 Week
15.40%
1 Month
16.76%
Analysis last updated: Monday, March 1, 2021 at 08:43 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0454 | 11.15 | |
| 0.0721 | 22.72 | |
| 0.9058 | 218.73 |
Estimation Period:
Jul 26, 2005 to Oct 7, 2016
Jul 26, 2005 to Oct 7, 2016
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