OrotonGroup Ltd EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2802 | 22.07 | |
| 0.3118 | 30.95 | |
| 0.8801 | 159.41 | |
| -0.0097 | -0.88 |
Estimation Period:
Feb 7, 1990 to Nov 24, 2017
Feb 7, 1990 to Nov 24, 2017
News Impact Curve
Volatility Forecasts
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