ICICI Bank Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.73% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4225 | 4.31 | |
| 0.0823 | 6.10 | |
| 0.8541 | 35.13 | |
| -0.1769 | -2.34 | |
| 0.3656 | 3.21 | |
| -0.3437 | -4.59 | |
| 0.2419 | 4.31 | |
| -0.1260 | -2.56 | |
| 0.0847 | 1.68 | |
| -0.1239 | -2.28 | |
| 0.1331 | 3.08 |
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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