ICICI Bank Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:24.74% (-1.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 35.5847 | 7.61 | |
| 0.0651 | 76.14 | |
| 0.9990 | 7,684.42 | |
| 4.6324 | 39.37 |
Estimation Period:
Mar 28, 2000 to Feb 6, 2026
Mar 28, 2000 to Feb 6, 2026
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