Orient Commercial Joint Stock Bank Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.91% (+1.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3025 | 8.77 | |
| 0.1497 | 4.60 | |
| 0.6812 | 10.83 | |
| 0.0251 | 2.53 |
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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