Clayton Holdings Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0484 | 1.91 | |
| 0.1270 | 5.50 | |
| 0.9856 | 162.14 | |
| -0.0463 | -3.25 |
Estimation Period:
Mar 22, 2006 to Jul 1, 2008
Mar 22, 2006 to Jul 1, 2008
News Impact Curve
Volatility Forecasts
Other Clayton Holdings Inc Analyses
Other EGARCH Analyses on Equities