ICICI Bank Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:26.72% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0567 | 8.89 | |
| 0.0277 | 13.09 | |
| 0.9342 | 500.38 | |
| 0.0705 | 14.88 |
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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