Officiis Properties SA EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0650 | 16.12 | |
| 0.2013 | 25.75 | |
| 0.9854 | 621.71 | |
| -0.0527 | -4.60 |
Estimation Period:
Mar 21, 2006 to Sep 27, 2019
Mar 21, 2006 to Sep 27, 2019
News Impact Curve
Volatility Forecasts
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