Clayton Holdings Inc MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.1419 | 16.28 | |
| 0.7925 | 149.70 | |
| 0.1178 | 9.66 | |
| 10.0000 | 0.72 | |
| 0.9240 | 0.70 | |
| 0.0000 | 0.00 |
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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