ICICI Prudential Life Insurance Co Ltd/India GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:23.88% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.5017 | 5.98 | |
| 0.0562 | 8.47 | |
| 0.9564 | 169.99 | |
| 5.5336 | 1.90 |
Estimation Period:
Sep 29, 2016 to Feb 6, 2026
Sep 29, 2016 to Feb 6, 2026
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