United Overseas Bank Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:17.33% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0457 | 18.73 | |
| 0.0897 | 17.93 | |
| 0.8808 | 194.04 | |
| 0.0270 | 4.02 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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