V-Lab: Orion Holdings Corp MF2-GARCH Volatility Analysis

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V-Lab

Orion Holdings Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:19.61% (-0.56%)

Analysis last updated: Thursday, May 16, 2024 at 11:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0744	22.23
$β$	0.8154	105.98
$γ$	0.0191	3.70
$λ_{1}$	0.0035	1.46
$λ_{2}$	0.0126	5.45
$λ_{3}$	0.9869	393.80

Estimation Period:
Jan 3, 1990 to May 14, 2024

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Volatility Forecasts