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

V-Lab

| |

V-Lab

Orion Holdings Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:18.65% (-0.57%)

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
$ω$	0.7709	9.36
$α$	0.0821	7.94
$β$	0.8240	33.31
$γ_{1}$	0.0088	0.39
$γ_{2}$	-0.0060	-0.18
$γ_{3}$	-0.0439	-1.98
$γ_{4}$	0.0744	3.63
$γ_{5}$	-0.0647	-3.12
$γ_{6}$	0.0767	3.13
$γ_{7}$	-0.1068	-3.35
$γ_{8}$	0.1052	2.10

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts