OCI NV Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:61.56% (+2.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0785 | 6.80 | |
| 0.0775 | 2.92 | |
| 0.6759 | 7.04 | |
| 1.2150 | 3.40 | |
| -1.1199 | -1.93 | |
| -0.5489 | -1.35 | |
| 0.7015 | 1.98 | |
| 0.0139 | 0.04 | |
| -0.8746 | -2.38 | |
| 1.3088 | 3.42 | |
| -1.3693 | -2.89 | |
| 1.3602 | 2.37 | |
| -1.0497 | -2.27 |
Estimation Period:
Jan 25, 2013 to Feb 6, 2026
Jan 25, 2013 to Feb 6, 2026
News Impact Curve
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