ICICI Bank Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:24.50% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 14.0805 | 6.17 | |
| 0.0732 | 75.08 | |
| 0.9974 | 2,659.80 | |
| 5.4176 | 23.89 |
Estimation Period:
Sep 24, 1997 to Feb 13, 2026
Sep 24, 1997 to Feb 13, 2026
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