Skip to main content
V-Lab

Orco Property Group SA Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, February 17, 2016 at 05:35 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Orco Property Group SA S0GARCH
paramt-stat
ω0.75244.90
α0.20656.25
β0.681215.57
γ10.26171.43
γ2-0.4003-1.43
γ30.45922.37
γ4-0.6510-3.68
γ50.44153.02
γ6-0.1073-0.64
γ7-0.0349-0.21
Estimation Period:
Dec 15, 2000 to Feb 12, 2016
Impact of return on volatility tomorrow
Volatility Forecasts