Orco Property Group SA EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0364 | 9.43 | |
| 0.1157 | 16.51 | |
| 0.9898 | 791.20 | |
| -0.0494 | -7.74 |
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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