Orion Real Estate Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 5.47 | |
| 0.0011 | 0.09 | |
| 0.9181 | 247.41 | |
| 0.1616 | 7.13 |
Estimation Period:
Oct 9, 1998 to Oct 26, 2018
Oct 9, 1998 to Oct 26, 2018
News Impact Curve
Volatility Forecasts
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