Oversea-Chinese Banking Corp Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.86% (+0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0275 | 22.29 | |
| 0.2098 | 33.00 | |
| 0.9763 | 895.70 | |
| -0.0250 | -4.13 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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