ICICI Bank Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:24.46% (+0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3955 | 4.26 | |
| 0.0819 | 6.09 | |
| 0.8534 | 34.84 | |
| -0.1859 | -2.49 | |
| 0.3817 | 3.41 | |
| -0.3586 | -4.87 | |
| 0.2573 | 4.64 | |
| -0.1423 | -2.91 | |
| 0.1086 | 2.10 | |
| -0.1718 | -2.77 | |
| 0.2514 | 2.83 |
Estimation Period:
Mar 28, 2000 to Feb 13, 2026
Mar 28, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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