HDFC Bank Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:15.94% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9154 | 3.99 | |
| 0.1459 | 5.62 | |
| 0.7266 | 18.05 | |
| -0.2047 | -2.91 | |
| 0.2523 | 2.65 | |
| 0.0288 | 0.49 | |
| -0.2023 | -3.72 | |
| 0.2010 | 4.50 | |
| -0.1342 | -3.10 | |
| 0.1820 | 3.93 | |
| -0.2489 | -5.94 | |
| 0.1785 | 5.59 |
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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