V-Lab: Orientbio Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Orientbio Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:34.80% (-0.40%)

Analysis last updated: Sunday, April 21, 2024 at 12:23 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5900	6.76
$α$	0.1363	9.78
$β$	0.8036	37.94
$γ_{1}$	-0.0168	-0.32
$γ_{2}$	0.0821	1.00
$γ_{3}$	-0.1643	-2.76
$γ_{4}$	0.1436	2.64
$γ_{5}$	-0.0592	-0.95
$γ_{6}$	0.0029	0.04
$γ_{7}$	0.0118	0.12
$γ_{8}$	0.0656	0.60
$γ_{9}$	-0.1705	-1.66
$γ_{10}$	0.1579	2.23

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts