ICICI Bank Ltd EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.83% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0345 | 13.59 | |
| 0.1749 | 37.29 | |
| 0.9853 | 1,036.09 | |
| -0.0493 | -13.59 |
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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