ICICI Prudential Life Insurance Co Ltd/India GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:25.15% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2612 | 9.50 | |
| 0.0314 | 6.38 | |
| 0.8642 | 80.64 | |
| 0.0632 | 4.80 |
Estimation Period:
Sep 29, 2016 to Feb 6, 2026
Sep 29, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other ICICI Prudential Life Insurance Co Ltd/India Analyses
Other GJR-GARCH Analyses on International Equities