HDFC Bank Ltd EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.40% (-0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0405 | 19.42 | |
| 0.1646 | 27.49 | |
| 0.9798 | 903.04 | |
| -0.0342 | -7.44 |
Estimation Period:
Jul 20, 2001 to Feb 6, 2026
Jul 20, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Depositary Receipts