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Orascom Construction Industries Co SAE Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Sunday, April 10, 2016 at 04:52 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Orascom Construction Industries Co SAE S0GARCH
paramt-stat
ω0.62562.33
α0.14204.98
β0.738714.48
γ1-0.5164-0.73
γ20.38640.36
γ30.15600.20
γ40.08090.14
γ5-0.2060-0.50
γ60.50301.52
γ7-1.1769-3.32
γ81.35513.01
γ9-0.5532-1.30
γ10-0.1949-0.61
Estimation Period:
Mar 13, 1999 to Feb 23, 2016
Impact of return on volatility tomorrow
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