Orbit Exports Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:49.08% (-3.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7431 | 14.70 | |
| 0.1075 | 11.25 | |
| 0.7130 | 45.40 | |
| -0.0177 | -1.02 |
Estimation Period:
May 4, 2011 to Feb 6, 2026
May 4, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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