Centex LLC Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6679 | 6.11 | |
| 0.0853 | 6.06 | |
| 0.8377 | 30.16 | |
| 0.0158 | 0.29 | |
| -0.0436 | -0.53 | |
| 0.0967 | 1.79 | |
| -0.1971 | -4.45 | |
| 0.2522 | 5.60 | |
| -0.0777 | -1.42 |
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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