V-Lab
Orion Real Estate Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, December 11th, 2019:2160.69% (-93.65%)
Analysis last updated: Monday, March 1, 2021 at 08:29 PM UTC
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
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