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V-Lab

HDFC Bank Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:15.94% (-0.84%)
Analysis last updated: Tuesday, February 10, 2026 at 09:10 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of HDFC Bank Ltd S0GARCH
paramt-stat
ω0.91543.99
α0.14595.62
β0.726618.05
γ1-0.2047-2.91
γ20.25232.65
γ30.02880.49
γ4-0.2023-3.72
γ50.20104.50
γ6-0.1342-3.10
γ70.18203.93
γ8-0.2489-5.94
γ90.17855.59
Estimation Period:
May 27, 1996 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts