ORBCOMM Inc MF2-GARCH Volatility Analysis
Inactive
Last recorded values (Wednesday, September 1st, 2021):
1 Day
39.44%
1 Week
46.02%
1 Month
54.23%
Analysis last updated: Tuesday, August 31, 2021 at 10:10 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 111 | ||
| 0.0915 | 12.61 | |
| 0.6919 | 53.29 | |
| 0.2304 | 20.26 | |
| 0.2905 | 2.11 | |
| 0.0418 | 3.42 | |
| 0.9366 | 45.16 |
Estimation Period:
Nov 6, 2006 to Aug 27, 2021
Nov 6, 2006 to Aug 27, 2021
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