Clayton Holdings Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1054 | 3.10 | |
| 0.3324 | 2.45 | |
| 0.0000 | 0.00 | |
| -37.4685 | -0.85 | |
| 58.7613 | 0.87 | |
| -27.8508 | -0.77 | |
| 30.1168 | 1.37 | |
| -57.8690 | -2.52 | |
| 52.9164 | 1.97 | |
| -7.2162 | -0.34 | |
| -23.1469 | -1.13 | |
| -30.5986 | -1.16 | |
| 79.8170 | 4.38 |
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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