Centex LLC EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0242 | 8.43 | |
| 0.1076 | 31.91 | |
| 0.9895 | 1,098.27 | |
| -0.0414 | -11.41 |
Estimation Period:
Jan 1, 1990 to Aug 18, 2009
Jan 1, 1990 to Aug 18, 2009
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equities