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V-Lab

HDFC Bank Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:13.31% (-0.36%)
Analysis last updated: Thursday, February 12, 2026 at 09:18 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of HDFC Bank Ltd SGARCH
paramt-stat
ω0.89743.91
α0.14655.60
β0.726017.99
γ1-0.2117-2.98
γ20.25942.69
γ30.03290.56
γ4-0.2121-3.90
γ50.21134.74
γ6-0.1404-3.22
γ70.17963.73
γ8-0.2306-4.11
γ90.12351.32
Estimation Period:
May 27, 1996 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts