ORBCOMM Inc GJR-GARCH Volatility Analysis
Inactive
Last recorded values (Wednesday, September 1st, 2021):
1 Day
27.59%
1 Week
34.20%
1 Month
51.23%
Analysis last updated: Tuesday, August 31, 2021 at 10:09 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8771 | 16.63 | |
| 0.1302 | 13.26 | |
| 0.7047 | 69.15 | |
| 0.2950 | 11.74 |
Estimation Period:
Nov 6, 2006 to Aug 27, 2021
Nov 6, 2006 to Aug 27, 2021
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