ORBCOMM Inc EGARCH Volatility Analysis
Inactive
Last recorded values (Wednesday, September 1st, 2021):
1 Day
15.99%
1 Week
19.42%
1 Month
33.56%
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 | |
|---|---|---|
| 0.1927 | 12.07 | |
| 0.3537 | 27.48 | |
| 0.9329 | 174.15 | |
| -0.0951 | -10.68 |
Estimation Period:
Nov 6, 2006 to Aug 27, 2021
Nov 6, 2006 to Aug 27, 2021
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