HDFC Bank Ltd APARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.83% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0704 | 14.86 | |
| 0.0912 | 24.83 | |
| 0.9040 | 276.78 | |
| 0.1544 | 8.59 | |
| 1.4800 | 26.94 |
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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