V-Lab: Orientbio Inc Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Orientbio Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:30.63% (-0.06%)

Analysis last updated: Saturday, April 27, 2024 at 11:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6024	7.01
$α$	0.1363	9.73
$β$	0.8019	37.16
$γ_{1}$	-0.0021	-0.04
$γ_{2}$	0.0617	0.75
$γ_{3}$	-0.1561	-2.62
$γ_{4}$	0.1398	2.59
$γ_{5}$	-0.0566	-0.93
$γ_{6}$	-0.0001	-0.00
$γ_{7}$	0.0159	0.16
$γ_{8}$	0.0613	0.58
$γ_{9}$	-0.1690	-1.67
$γ_{10}$	0.1601	2.28

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

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Volatility Forecasts

Volatility Forecasts