Orion Group Holdings Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:59.69% (-0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2365 | 13.09 | |
| 0.0601 | 16.15 | |
| 0.9142 | 276.19 | |
| 0.0226 | 3.27 |
Estimation Period:
Dec 20, 2007 to Feb 6, 2026
Dec 20, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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