HDFC Life Insurance Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:24.83% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3013 | 13.69 | |
| 0.0508 | 7.44 | |
| 0.7978 | 81.22 | |
| 0.0913 | 3.99 |
Estimation Period:
Nov 17, 2017 to Feb 6, 2026
Nov 17, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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