Bank Ocbc Nisp GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:335,960.96% (-48,026.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 10.1940 | 26.99 | |
| 0.1044 | 665.11 | |
| 0.9965 | 7,327.18 | |
| 2.0000 | 20,000,000.00 |
Estimation Period:
Jan 12, 1995 to Feb 13, 2026
Jan 12, 1995 to Feb 13, 2026
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