HDFC Bank Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.67% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 91 | ||
| 0.0495 | 15.03 | |
| 0.8825 | 193.44 | |
| 0.0562 | 13.18 | |
| 0.0118 | 5.59 | |
| 0.0119 | 7.46 | |
| 0.9854 | 530.08 |
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 MF2-GARCH Analyses on Depositary Receipts