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 Monday, April 29th, 2024:20.38% (+0.96%)

Analysis last updated: Saturday, April 27, 2024 at 11:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7597	9.14
$α$	0.0813	7.95
$β$	0.8273	34.23
$γ_{1}$	0.0048	0.21
$γ_{2}$	-0.0012	-0.03
$γ_{3}$	-0.0432	-1.93
$γ_{4}$	0.0702	3.38
$γ_{5}$	-0.0591	-2.83
$γ_{6}$	0.0713	2.97
$γ_{7}$	-0.1010	-3.66
$γ_{8}$	0.0947	4.27

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts