HDFC Bank Ltd AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:18.21% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0707 | 20.13 | |
| 0.1138 | 33.44 | |
| 0.8724 | 287.63 | |
| 0.2652 | 7.54 |
Estimation Period:
May 27, 1996 to Feb 6, 2026
May 27, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on International Equities