Oversea-Chinese Banking Corp Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.68% (+0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7625 | 4.67 | |
| 0.0802 | 59.30 | |
| 0.9938 | 743.32 | |
| 5.4078 | 15.41 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
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