Bank Ocbc Nisp AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:22.26% (+0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0144 | -1.73 | |
| 0.0321 | 25.89 | |
| 0.9682 | 858.33 | |
| -0.9455 | -6.50 |
Estimation Period:
Jan 12, 1995 to Jan 30, 2026
Jan 12, 1995 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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