Centex LLC GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0844 | 11.69 | |
| 0.0234 | 10.67 | |
| 0.9368 | 453.23 | |
| 0.0589 | 9.89 |
Estimation Period:
Jan 1, 1990 to Aug 18, 2009
Jan 1, 1990 to Aug 18, 2009
News Impact Curve
Volatility Forecasts
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