ICICI Lombard General Insurance Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:21.99% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2055 | 11.45 | |
| 0.0670 | 7.84 | |
| 0.8467 | 93.59 | |
| 0.0399 | 1.86 |
Estimation Period:
Sep 27, 2017 to Feb 6, 2026
Sep 27, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other ICICI Lombard General Insurance Co Ltd Analyses
Other GJR-GARCH Analyses on International Equities