Orchid Pharma Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:41.00% (-1.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4197 | 11.44 | |
| 0.1515 | 17.61 | |
| 0.7024 | 60.98 | |
| 0.0411 | 2.44 |
Estimation Period:
Sep 15, 2000 to Feb 6, 2026
Sep 15, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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