India NSE Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	1.3354	6.70
$α$	0.0972	7.90
$β$	0.8578	50.02
$γ_{1}$	-0.0385	-1.35
$γ_{2}$	0.0732	1.73
$γ_{3}$	-0.0610	-2.14
$γ_{4}$	0.0522	1.87
$γ_{5}$	-0.0635	-2.50
$γ_{6}$	0.0646	3.72

V-Lab

ICICI Bank Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:20.88% (-0.87%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ICICI Bank Ltd Analyses