Orion SA GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:56.56% (-6.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7966 | 13.64 | |
| 0.0745 | 9.36 | |
| 0.7278 | 48.37 | |
| 0.2139 | 6.73 |
Estimation Period:
Jul 25, 2014 to Feb 6, 2026
Jul 25, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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