HDFC Bank Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:25.01% (-0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2638 | 4.34 | |
| 0.0843 | 6.20 | |
| 0.8708 | 45.81 | |
| 0.0911 | 1.99 | |
| -0.1458 | -2.26 | |
| 0.0448 | 1.27 | |
| 0.0613 | 1.84 | |
| -0.0813 | -2.04 | |
| 0.0374 | 1.18 |
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 Zero Slope Spline-GARCH Analyses on Depositary Receipts