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

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V-Lab

Oversea-Chinese Banking Corp Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, November 14th, 2025:21.68% (-2.10%)

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
$ω$	1.8111	2.53
$α$	0.1397	8.70
$β$	0.7834	37.18
$γ_{1}$	0.1289	2.15
$γ_{2}$	-0.0417	-0.57
$γ_{3}$	-0.2517	-6.61
$γ_{4}$	0.2627	6.71
$γ_{5}$	-0.1477	-4.24
$γ_{6}$	0.0708	2.21
$γ_{7}$	-0.0030	-0.08
$γ_{8}$	-0.0411	-0.98
$γ_{9}$	0.0397	0.73

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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