Orascom Construction Industries Co SAE GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2631 | 12.44 | |
| 0.0798 | 12.68 | |
| 0.8598 | 138.39 | |
| 0.0482 | 3.80 |
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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