ICICI Bank Ltd EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:25.20% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0270 | 9.71 | |
| 0.1218 | 32.89 | |
| 0.9900 | 1,062.18 | |
| -0.0589 | -13.62 |
Estimation Period:
Mar 28, 2000 to Feb 6, 2026
Mar 28, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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