HDFC Bank Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:14.70% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.1061 | 23.35 | |
| 0.6822 | 57.15 | |
| 0.0907 | 8.89 | |
| 0.0075 | 2.54 | |
| 0.0251 | 6.67 | |
| 0.9727 | 226.69 |
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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