Freddie Mac APARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0262 | 17.05 | |
| 0.0581 | 19.87 | |
| 0.9419 | 351.44 | |
| 0.5051 | 15.00 | |
| 1.3301 | 23.76 |
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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