Orascom Construction Industries Co SAE Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7880 | 5.35 | |
| 0.1373 | 5.48 | |
| 0.7850 | 16.97 | |
| -0.1755 | -2.53 | |
| 0.2751 | 2.55 | |
| -0.1804 | -2.42 | |
| 0.2605 | 3.08 |
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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