ORBCOMM Inc AGARCH Volatility Analysis
Inactive
Last recorded values (Wednesday, September 1st, 2021):
1 Day
27.91%
1 Week
34.24%
1 Month
49.08%
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 | |
|---|---|---|
| 0.6306 | 13.68 | |
| 0.2492 | 22.48 | |
| 0.7134 | 71.07 | |
| 1.0890 | 15.24 |
Estimation Period:
Nov 6, 2006 to Aug 27, 2021
Nov 6, 2006 to Aug 27, 2021
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