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Bank Ocbc Nisp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:27.89% (+3.34%)
Analysis last updated: Tuesday, February 10, 2026 at 11:26 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Bank Ocbc Nisp S0GARCH
paramt-stat
ω1.45273.65
α0.19356.66
β0.630712.28
γ10.08050.87
γ2-0.2296-1.71
γ30.28482.42
γ4-0.2100-1.67
γ50.11080.97
γ6-0.0098-0.08
γ7-0.2131-1.42
γ80.42563.10
γ9-0.3546-3.81
γ100.15102.81
Estimation Period:
Jan 12, 1995 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts