Bank Ocbc Nisp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:27.89% (+3.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4527 | 3.65 | |
| 0.1935 | 6.66 | |
| 0.6307 | 12.28 | |
| 0.0805 | 0.87 | |
| -0.2296 | -1.71 | |
| 0.2848 | 2.42 | |
| -0.2100 | -1.67 | |
| 0.1108 | 0.97 | |
| -0.0098 | -0.08 | |
| -0.2131 | -1.42 | |
| 0.4256 | 3.10 | |
| -0.3546 | -3.81 | |
| 0.1510 | 2.81 |
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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