Orient Commercial Joint Stock Bank EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.25% (+1.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1740 | 15.49 | |
| 0.2711 | 19.86 | |
| 0.8848 | 115.52 | |
| -0.0015 | -0.13 |
Estimation Period:
Jan 28, 2021 to Feb 6, 2026
Jan 28, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Orient Commercial Joint Stock Bank Analyses
Other EGARCH Analyses on International Equities