OrotonGroup Ltd GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8252 | 18.24 | |
| 0.2034 | 24.34 | |
| 0.7214 | 89.78 |
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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