Orion SA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:70.20% (-6.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7327 | 4.79 | |
| 0.2363 | 3.36 | |
| 0.3828 | 3.48 | |
| 0.1078 | 0.27 | |
| -0.4395 | -0.77 | |
| 0.7383 | 1.45 | |
| -0.1331 | -0.20 | |
| -1.2877 | -1.90 | |
| 1.8580 | 3.66 | |
| -1.4833 | -4.03 | |
| 1.4358 | 4.18 | |
| -1.3040 | -2.84 |
Estimation Period:
Jul 25, 2014 to Feb 6, 2026
Jul 25, 2014 to Feb 6, 2026
News Impact Curve
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