Orchard Funding Group PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.26% (+0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0582 | 4.28 | |
| 0.0092 | 3.39 | |
| 0.9693 | 206.10 | |
| 0.0250 | 4.01 |
Estimation Period:
Jul 6, 2015 to Feb 6, 2026
Jul 6, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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