Hdfc Asset Management Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:30.87% (-2.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4204 | 10.85 | |
| 0.0893 | 8.41 | |
| 0.7631 | 48.18 | |
| 0.0936 | 3.44 |
Estimation Period:
Aug 6, 2018 to Feb 6, 2026
Aug 6, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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