V-Lab
Fannie Mae EGARCH Volatility Analysis
Volatility Prediction for Monday, September 8th, 2008:155.68% (-5.60%)
Analysis last updated: Monday, March 1, 2021 at 09:28 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0167 | 4.79 | |
| 0.1008 | 24.67 | |
| 0.9906 | 876.61 | |
| -0.0601 | -14.07 |
Estimation Period:
Jan 2, 1990 to Sep 5, 2008
Jan 2, 1990 to Sep 5, 2008