V-Lab: Orion Holdings Corp APARCH Volatility Analysis

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V-Lab

Orion Holdings Corp APARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:23.14% (+0.73%)

Analysis last updated: Sunday, May 19, 2024 at 12:22 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0438	18.10
$α$	0.0553	35.64
$β$	0.9445	642.55
$γ$	0.0561	3.07
$δ$	1.4827	29.76

Estimation Period:
Jan 3, 1990 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts