Oversea-Chinese Banking Corp Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:16.73% (-0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7993 | 4.65 | |
| 0.0801 | 60.03 | |
| 0.9940 | 766.99 | |
| 5.3950 | 15.75 |
Estimation Period:
Jan 1, 1990 to Nov 7, 2025
Jan 1, 1990 to Nov 7, 2025
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