Orion SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:60.05% (-3.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7321 | 4.78 | |
| 0.2359 | 3.35 | |
| 0.3848 | 3.49 | |
| 0.1003 | 0.26 | |
| -0.4258 | -0.74 | |
| 0.7285 | 1.43 | |
| -0.1303 | -0.19 | |
| -1.2811 | -1.89 | |
| 1.8419 | 3.62 | |
| -1.4552 | -3.97 | |
| 1.3821 | 4.32 | |
| -1.1743 | -5.23 |
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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