Icra Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:23.35% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2793 | 12.38 | |
| 0.1159 | 9.20 | |
| 0.8114 | 75.67 | |
| 0.0133 | 0.62 |
Estimation Period:
Apr 13, 2007 to Feb 13, 2026
Apr 13, 2007 to Feb 13, 2026
News Impact Curve
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