Freddie Mac AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0374 | 8.06 | |
| 0.0839 | 28.48 | |
| 0.9025 | 360.12 | |
| 0.6740 | 17.17 |
Estimation Period:
Jan 2, 1990 to Sep 5, 2008
Jan 2, 1990 to Sep 5, 2008
News Impact Curve
Volatility Forecasts
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