Orco Property Group SA AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0305 | 2.28 | |
| 0.0990 | 19.60 | |
| 0.9019 | 167.63 | |
| 0.8768 | 13.20 |
Estimation Period:
Dec 15, 2000 to Feb 12, 2016
Dec 15, 2000 to Feb 12, 2016
News Impact Curve
Volatility Forecasts
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