HDFC Bank Ltd GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:26.02% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1061 | 18.86 | |
| 0.0847 | 27.75 | |
| 0.8945 | 282.35 |
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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