Icra Ltd GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:23.24% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2797 | 12.66 | |
| 0.1235 | 16.40 | |
| 0.8100 | 77.39 |
Estimation Period:
Apr 13, 2007 to Feb 13, 2026
Apr 13, 2007 to Feb 13, 2026
News Impact Curve
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