V-Lab: Orion Holdings Corp Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Orion Holdings Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:20.64% (+0.96%)

Analysis last updated: Saturday, April 27, 2024 at 11:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7710	9.35
$α$	0.0819	7.93
$β$	0.8248	33.46
$γ_{1}$	0.0087	0.39
$γ_{2}$	-0.0055	-0.17
$γ_{3}$	-0.0446	-2.01
$γ_{4}$	0.0752	3.65
$γ_{5}$	-0.0654	-3.13
$γ_{6}$	0.0773	3.14
$γ_{7}$	-0.1067	-3.32
$γ_{8}$	0.1033	2.03

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts