ICICI Bank Ltd APARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.66% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0499 | 17.77 | |
| 0.0858 | 34.98 | |
| 0.9142 | 405.03 | |
| 0.2571 | 19.43 | |
| 1.6729 | 31.85 |
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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