V-Lab
Fannie Mae Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, September 8th, 2008:175.85% (-2.14%)
Analysis last updated: Monday, March 1, 2021 at 03:53 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8456 | 5.26 | |
| 0.0554 | 6.30 | |
| 0.9384 | 96.47 | |
| -0.0010 | -0.84 |
Estimation Period:
Jan 2, 1990 to Sep 5, 2008
Jan 2, 1990 to Sep 5, 2008
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