HDFC Bank Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:13.31% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8974 | 3.91 | |
| 0.1465 | 5.60 | |
| 0.7260 | 17.99 | |
| -0.2117 | -2.98 | |
| 0.2594 | 2.69 | |
| 0.0329 | 0.56 | |
| -0.2121 | -3.90 | |
| 0.2113 | 4.74 | |
| -0.1404 | -3.22 | |
| 0.1796 | 3.73 | |
| -0.2306 | -4.11 | |
| 0.1235 | 1.32 |
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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