ICICI Bank Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:23.76% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0519 | 11.78 | |
| 0.0489 | 23.58 | |
| 0.9115 | 431.36 | |
| 0.0788 | 12.51 |
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 GJR-GARCH Analyses on International Equities