Orco Property Group SA Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7674 | 4.89 | |
| 0.2069 | 6.49 | |
| 0.6867 | 16.20 | |
| 0.2693 | 1.45 | |
| -0.4119 | -1.45 | |
| 0.4652 | 2.35 | |
| -0.6497 | -3.52 | |
| 0.4236 | 2.31 | |
| -0.0562 | -0.17 | |
| -0.1771 | -0.26 |
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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