Orco Property Group SA GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0655 | 8.48 | |
| 0.0370 | 8.90 | |
| 0.9277 | 227.26 | |
| 0.0708 | 6.26 |
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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