ICICI Bank Ltd GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:24.16% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0564 | 17.38 | |
| 0.0881 | 34.24 | |
| 0.9074 | 359.09 |
Estimation Period:
Sep 24, 1997 to Feb 6, 2026
Sep 24, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other ICICI Bank Ltd Analyses
Other GARCH Analyses on International Equities