Oversea-Chinese Banking Corp Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:19.78% (-0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0308 | 23.07 | |
| 0.0802 | 17.96 | |
| 0.8900 | 309.55 | |
| 0.0388 | 3.75 |
Estimation Period:
Jan 1, 1990 to Nov 7, 2025
Jan 1, 1990 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
Other Oversea-Chinese Banking Corp Ltd Analyses
Other GJR-GARCH Analyses on International Equities