Oversea-Chinese Banking Corp Ltd AGARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:20.07% (-0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0295 | 18.58 | |
| 0.1005 | 33.94 | |
| 0.8874 | 302.88 | |
| 0.1906 | 7.57 |
Estimation Period:
Jan 1, 1990 to Nov 7, 2025
Jan 1, 1990 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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