Bank Ocbc Nisp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.74% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4936 | 3.71 | |
| 0.1959 | 6.66 | |
| 0.6263 | 11.92 | |
| 0.1073 | 1.17 | |
| -0.2767 | -2.08 | |
| 0.3216 | 2.73 | |
| -0.2384 | -1.89 | |
| 0.1305 | 1.15 | |
| -0.0235 | -0.20 | |
| -0.1969 | -1.30 | |
| 0.3811 | 2.74 | |
| -0.2295 | -2.34 | |
| -0.1993 | -1.67 |
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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