V-Lab: Orion Holdings Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Orion Holdings Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:22.56% (-1.26%)

Analysis last updated: Thursday, May 2, 2024 at 11:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7552	9.11
$α$	0.0822	7.95
$β$	0.8246	33.53
$γ_{1}$	0.0040	0.18
$γ_{2}$	-0.0002	-0.00
$γ_{3}$	-0.0435	-1.95
$γ_{4}$	0.0704	3.41
$γ_{5}$	-0.0592	-2.85
$γ_{6}$	0.0711	2.98
$γ_{7}$	-0.1002	-3.65
$γ_{8}$	0.0937	4.25

Estimation Period:
Jan 3, 1990 to Apr 30, 2024

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Volatility Forecasts

Volatility Forecasts