HDFC Bank Ltd GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:17.37% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0471 | 17.34 | |
| 0.0886 | 25.49 | |
| 0.9032 | 288.67 |
Estimation Period:
May 27, 1996 to Feb 6, 2026
May 27, 1996 to Feb 6, 2026
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