V-Lab
V-Lab
ORBCOMM Inc APARCH Volatility Analysis
Volatility Prediction for Wednesday, September 1st, 2021:17.32% (-0.63%)

Analysis last updated: Tuesday, August 31, 2021 at 10:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of ORBCOMM Inc APARCH
paramt-stat
ω0.172613.03
α0.202925.72
β0.797186.59
γ0.328715.73
δ0.823221.14
Estimation Period:
Nov 6, 2006 to Aug 27, 2021
Impact of return on volatility tomorrow
Volatility Forecasts