ICICI Bank Ltd GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:28.13% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0441 | 13.24 | |
| 0.0588 | 28.27 | |
| 0.9380 | 383.17 |
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 GARCH Analyses on Depositary Receipts