ICICI Bank Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.11% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0532 | 21.63 | |
| 0.8770 | 214.73 | |
| 0.0814 | 19.62 | |
| 0.0019 | 4.02 | |
| 0.0094 | 9.31 | |
| 0.9901 | 901.71 |
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 MF2-GARCH Analyses on International Equities