HDFC Bank Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:16.39% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.6601 | 6.22 | |
| 0.0515 | 67.12 | |
| 0.9961 | 1,766.17 | |
| 4.5218 | 26.08 |
Estimation Period:
May 27, 1996 to Feb 6, 2026
May 27, 1996 to Feb 6, 2026
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