Orient Commercial Joint Stock Bank AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.19% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8027 | 20.23 | |
| 0.1948 | 23.05 | |
| 0.6111 | 55.24 | |
| 0.0117 | 0.14 |
Estimation Period:
Jan 28, 2021 to Feb 6, 2026
Jan 28, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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