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Orient Group Inc 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 SGARCH
paramt-stat
ω1.43005.24
α0.09859.10
β0.860751.40
γ1-0.1640-1.64
γ20.25931.73
γ3-0.1070-1.13
γ40.12261.39
γ5-0.3228-3.62
γ60.38294.27
γ7-0.3548-3.52
γ80.40613.48
γ9-0.4079-3.52
γ100.57354.33
Estimation Period:
Jan 6, 1994 to Apr 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts