ORBCOMM Inc APARCH Volatility Analysis
Inactive
Last recorded values (Wednesday, September 1st, 2021):
1 Day
17.32%
1 Week
22.48%
1 Month
40.08%
Analysis last updated: Tuesday, August 31, 2021 at 10:09 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1726 | 13.03 | |
| 0.2029 | 25.72 | |
| 0.7971 | 86.59 | |
| 0.3287 | 15.73 | |
| 0.8232 | 21.14 |
Estimation Period:
Nov 6, 2006 to Aug 27, 2021
Nov 6, 2006 to Aug 27, 2021
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