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Orient Group Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, May 1, 2025 at 11:14 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Orient Group Inc S0GARCH
paramt-stat
ω1.44704.93
α0.10199.50
β0.862756.76
γ1-0.1667-1.57
γ20.25591.61
γ3-0.0890-0.88
γ40.09491.00
γ5-0.2889-3.02
γ60.34813.62
γ7-0.3194-2.96
γ80.35602.85
γ9-0.3077-2.57
γ100.15471.82
Estimation Period:
Jan 6, 1994 to Apr 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts