HDFC Bank Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:25.65% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1063 | 19.31 | |
| 0.0652 | 14.48 | |
| 0.8960 | 280.17 | |
| 0.0373 | 5.33 |
Estimation Period:
Jul 20, 2001 to Feb 6, 2026
Jul 20, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other HDFC Bank Ltd Analyses
Other GJR-GARCH Analyses on Depositary Receipts