V-Lab: Orientbio Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Orientbio Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:28.70% (+0.32%)

Analysis last updated: Saturday, May 4, 2024 at 11:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6256	7.15
$α$	0.1355	9.93
$β$	0.8083	39.93
$γ_{1}$	-0.0127	-0.24
$γ_{2}$	0.0822	1.00
$γ_{3}$	-0.1727	-2.86
$γ_{4}$	0.1502	2.72
$γ_{5}$	-0.0616	-0.97
$γ_{6}$	0.0034	0.04
$γ_{7}$	0.0105	0.10
$γ_{8}$	0.0691	0.62
$γ_{9}$	-0.1772	-1.68
$γ_{10}$	0.1649	2.28

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts