V-Lab: Orientbio Inc Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Orientbio Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:19.11% (+0.23%)

Analysis last updated: Saturday, May 11, 2024 at 03:57 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6388	7.96
$α$	0.1344	9.72
$β$	0.8028	37.20
$γ_{1}$	0.0403	2.78
$γ_{2}$	-0.0778	-3.28
$γ_{3}$	0.0508	2.60
$γ_{4}$	-0.0323	-1.66
$γ_{5}$	0.0642	2.73
$γ_{6}$	-0.1664	-4.23

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts