V-Lab: Oversea-Chinese Banking Corp Ltd Zero Slope Spline-GARCH Volatility Analysis

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Oversea-Chinese Banking Corp Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, November 14th, 2025:21.46% (-2.13%)

Analysis last updated: Saturday, November 15, 2025 at 12:46 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.7765	2.47
$α$	0.1401	8.71
$β$	0.7829	36.96
$γ_{1}$	0.1240	2.03
$γ_{2}$	-0.0373	-0.50
$γ_{3}$	-0.2472	-6.46
$γ_{4}$	0.2529	6.48
$γ_{5}$	-0.1369	-3.95
$γ_{6}$	0.0636	2.00
$γ_{7}$	-0.0017	-0.04
$γ_{8}$	-0.0365	-0.98
$γ_{9}$	0.0257	0.94

Estimation Period:
Jan 1, 1990 to Nov 7, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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