Orco Property Group SA Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7524 | 4.90 | |
| 0.2065 | 6.25 | |
| 0.6812 | 15.57 | |
| 0.2617 | 1.43 | |
| -0.4003 | -1.43 | |
| 0.4592 | 2.37 | |
| -0.6510 | -3.68 | |
| 0.4415 | 3.02 | |
| -0.1073 | -0.64 | |
| -0.0349 | -0.21 |
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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