Clayton Holdings Inc Asy. MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0853 | 3.06 | |
| 0.1273 | 7.96 | |
| 0.8475 | 56.02 | |
| 0.0504 | 2.51 |
Estimation Period:
Mar 23, 2006 to Jul 1, 2008
Mar 23, 2006 to Jul 1, 2008
News Impact Curve
Volatility Forecasts
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