Orrstown Financial Services Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.51% (-2.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2610 | 3.07 | |
| 0.1720 | 8.31 | |
| 0.7294 | 26.44 | |
| -0.1856 | -0.94 | |
| 0.5326 | 1.87 | |
| -0.3501 | -1.80 | |
| -0.3641 | -1.89 | |
| 0.7380 | 4.22 | |
| -0.5313 | -2.74 | |
| 0.3256 | 1.56 | |
| -0.3553 | -1.74 | |
| 0.2881 | 1.33 | |
| -0.1246 | -0.72 |
Estimation Period:
Jul 22, 1998 to Feb 6, 2026
Jul 22, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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