V-Lab
V-Lab
ORBCOMM Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, September 1st, 2021:27.59% (-0.09%)

Analysis last updated: Tuesday, August 31, 2021 at 10:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

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10Y ·

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graph of ORBCOMM Inc GJR-GARCH
paramt-stat
ω0.877116.63
α0.130213.26
β0.704769.15
γ0.295011.74
Estimation Period:
Nov 6, 2006 to Aug 27, 2021
Impact of return on volatility tomorrow
Volatility Forecasts