Freddie Mac GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0250 | 13.83 | |
| 0.0565 | 22.23 | |
| 0.9400 | 365.62 |
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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