ICICI Bank Ltd AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:29.08% (-1.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0820 | 6.17 | |
| 0.1138 | 56.51 | |
| 0.8715 | 585.31 | |
| 0.9018 | 13.50 |
Estimation Period:
Mar 28, 2000 to Feb 6, 2026
Mar 28, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other ICICI Bank Ltd Analyses
Other AGARCH Analyses on Depositary Receipts