HDFC Bank Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:24.72% (+1.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0251 | 5.07 | |
| 0.0831 | 5.94 | |
| 0.8747 | 46.55 | |
| 0.0071 | 0.46 | |
| -0.0311 | -1.44 | |
| 0.0586 | 3.67 | |
| -0.0741 | -2.58 |
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 Spline-GARCH Analyses on Depositary Receipts