HDFC Bank Ltd EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:17.66% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0305 | 13.83 | |
| 0.1761 | 30.82 | |
| 0.9850 | 1,013.40 | |
| -0.0321 | -5.56 |
Estimation Period:
May 27, 1996 to Feb 6, 2026
May 27, 1996 to Feb 6, 2026
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