Icra Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.07% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5416 | 3.31 | |
| 0.1201 | 4.08 | |
| 0.6946 | 10.30 | |
| -0.1619 | -0.75 | |
| 0.3783 | 1.26 | |
| -0.3184 | -1.58 | |
| 0.0223 | 0.10 | |
| 0.1272 | 0.54 | |
| 0.2216 | 1.10 | |
| -0.6213 | -3.04 | |
| 0.5081 | 2.55 | |
| -0.1778 | -1.43 |
Estimation Period:
Apr 13, 2007 to Feb 6, 2026
Apr 13, 2007 to Feb 6, 2026
News Impact Curve
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