V-Lab: Orion Holdings Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Orion Holdings Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:16.90% (-0.39%)

Analysis last updated: Saturday, April 20, 2024 at 12:27 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7656	9.31
$α$	0.0830	7.93
$β$	0.8222	32.91
$γ_{1}$	0.0065	0.29
$γ_{2}$	-0.0031	-0.09
$γ_{3}$	-0.0432	-1.94
$γ_{4}$	0.0711	3.44
$γ_{5}$	-0.0605	-2.90
$γ_{6}$	0.0728	3.03
$γ_{7}$	-0.1024	-3.71
$γ_{8}$	0.0957	4.32

Estimation Period:
Jan 3, 1990 to Apr 12, 2024

News Impact Curve

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Volatility Forecasts

Volatility Forecasts