ORBCOMM Inc GAS-GARCH Student T Volatility Analysis
Inactive
Last recorded values (Wednesday, September 1st, 2021):
1 Day
11.09%
1 Week
11.87%
1 Month
14.57%
Analysis last updated: Thursday, March 26, 2026 at 06:00 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 36.1229 | 10.45 | |
| 0.0771 | 85.69 | |
| 0.9990 | 10,298.97 | |
| 3.4286 | 143.58 |
Estimation Period:
Nov 6, 2006 to Aug 27, 2021
Nov 6, 2006 to Aug 27, 2021
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