Orascom Construction Industries Co SAE Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6256 | 2.33 | |
| 0.1420 | 4.98 | |
| 0.7387 | 14.48 | |
| -0.5164 | -0.73 | |
| 0.3864 | 0.36 | |
| 0.1560 | 0.20 | |
| 0.0809 | 0.14 | |
| -0.2060 | -0.50 | |
| 0.5030 | 1.52 | |
| -1.1769 | -3.32 | |
| 1.3551 | 3.01 | |
| -0.5532 | -1.30 | |
| -0.1949 | -0.61 |
Estimation Period:
Mar 13, 1999 to Feb 23, 2016
Mar 13, 1999 to Feb 23, 2016
News Impact Curve
Volatility Forecasts
Other Orascom Construction Industries Co SAE Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities