Orion Properties Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:55.41% (+16.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.2616 | 25.08 | |
| 0.5640 | 12.46 | |
| 0.1270 | 6.82 | |
| 0.1138 | 0.95 |
Estimation Period:
Nov 15, 2021 to Feb 6, 2026
Nov 15, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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