ICICI Bank Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:19.21% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5983 | 9.27 | |
| 0.0991 | 7.86 | |
| 0.8610 | 51.63 | |
| 0.0052 | 2.32 | |
| -0.0123 | -2.87 |
Estimation Period:
Sep 24, 1997 to Feb 13, 2026
Sep 24, 1997 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other ICICI Bank Ltd Analyses
Other Spline-GARCH Analyses on International Equities