Orchard Funding Group PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.25% (+10.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 808.7406 | 11.74 | |
| 0.1449 | 95.63 | |
| 0.9990 | 11,482.76 | |
| 2.0001 | 222,234.00 |
Estimation Period:
Jul 6, 2015 to Feb 6, 2026
Jul 6, 2015 to Feb 6, 2026
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