Clayton Holdings Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.5552 | 6.90 | |
| 0.1654 | 5.33 | |
| 0.5867 | 25.17 | |
| 0.0866 | 1.34 |
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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