HDFC Bank Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:17.36% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0453 | 15.99 | |
| 0.0607 | 22.61 | |
| 0.9083 | 321.05 | |
| 0.0514 | 5.60 |
Estimation Period:
May 27, 1996 to Feb 6, 2026
May 27, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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