Bank Ocbc Nisp MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.27% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2281 | 24.21 | |
| 0.5272 | 31.88 | |
| -0.0029 | -0.17 | |
| 0.0039 | 1.40 | |
| 0.0158 | 4.68 | |
| 0.9841 | 275.29 |
Estimation Period:
Jan 12, 1995 to Feb 6, 2026
Jan 12, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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