HDFC Bank Ltd AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:26.16% (+0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0994 | 16.76 | |
| 0.0811 | 30.43 | |
| 0.8959 | 295.39 | |
| 0.4094 | 9.20 |
Estimation Period:
Jul 20, 2001 to Feb 6, 2026
Jul 20, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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