V-Lab
Fannie Mae AGARCH Volatility Analysis
Volatility Prediction for Monday, September 8th, 2008:175.23% (-8.92%)
Analysis last updated: Saturday, February 27, 2016 at 07:31 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0355 | 5.96 | |
| 0.0753 | 30.76 | |
| 0.9052 | 386.99 | |
| 0.8454 | 18.39 |
Estimation Period:
Jan 2, 1990 to Sep 5, 2008
Jan 2, 1990 to Sep 5, 2008