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V-Lab

Oversea-Chinese Banking Corp Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.55% (-0.79%)
Analysis last updated: Wednesday, February 11, 2026 at 11:53 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Oversea-Chinese Banking Corp Ltd SGARCH
paramt-stat
ω1.79862.55
α0.13938.69
β0.781736.70
γ10.12952.20
γ2-0.0463-0.64
γ3-0.2463-6.72
γ40.26536.98
γ5-0.1592-4.68
γ60.08682.81
γ7-0.0189-0.52
γ8-0.0299-0.71
γ90.03480.61
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts