V-Lab: ORBCOMM Inc GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

ORBCOMM Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, September 1st, 2021:11.09% (-0.42%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	36.1229	10.45
$α$	0.0771	85.69
$β$	0.9990	10298.97
$ν$	3	143.58

Estimation Period:
Nov 6, 2006 to Aug 27, 2021