HDFC Bank Ltd APARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.21% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0403 | 14.78 | |
| 0.0891 | 28.78 | |
| 0.9109 | 300.63 | |
| 0.1597 | 9.22 | |
| 1.7392 | 29.70 |
Estimation Period:
May 27, 1996 to Feb 6, 2026
May 27, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on International Equities