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V-Lab

Bank Ocbc Nisp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.74% (-0.50%)
Analysis last updated: Sunday, February 8, 2026 at 04:24 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Bank Ocbc Nisp SGARCH
paramt-stat
ω1.49363.71
α0.19596.66
β0.626311.92
γ10.10731.17
γ2-0.2767-2.08
γ30.32162.73
γ4-0.2384-1.89
γ50.13051.15
γ6-0.0235-0.20
γ7-0.1969-1.30
γ80.38112.74
γ9-0.2295-2.34
γ10-0.1993-1.67
Estimation Period:
Jan 12, 1995 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts