Clayton Holdings Inc GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.4457 | 7.04 | |
| 0.2025 | 13.14 | |
| 0.5971 | 25.46 |
Estimation Period:
Mar 22, 2006 to Jul 1, 2008
Mar 22, 2006 to Jul 1, 2008
News Impact Curve
Volatility Forecasts
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