Oversea-Chinese Banking Corp Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:18.44% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0276 | 22.01 | |
| 0.2101 | 32.63 | |
| 0.9763 | 887.58 | |
| -0.0249 | -4.08 |
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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