ICICI Bank Ltd AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:22.94% (-0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0303 | 4.58 | |
| 0.0897 | 41.96 | |
| 0.9039 | 426.39 | |
| 0.6777 | 14.81 |
Estimation Period:
Sep 24, 1997 to Feb 6, 2026
Sep 24, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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