Orbital Corporation Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:107.14% (+9.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1215 | 14.42 | |
| 0.0388 | 16.11 | |
| 0.9531 | 644.85 | |
| 0.0090 | 1.96 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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