Orascom Construction Industries Co SAE AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2957 | 13.66 | |
| 0.1137 | 26.27 | |
| 0.8404 | 132.11 | |
| 0.5301 | 7.14 |
Estimation Period:
Mar 13, 1999 to Feb 23, 2016
Mar 13, 1999 to Feb 23, 2016
News Impact Curve
Volatility Forecasts
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