HDFC Bank Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:25.02% (+2.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.7036 | 4.70 | |
| 0.0658 | 39.31 | |
| 0.9900 | 456.84 | |
| 4.6011 | 11.96 |
Estimation Period:
Jul 20, 2001 to Feb 6, 2026
Jul 20, 2001 to Feb 6, 2026
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