Accredited Home Lenders Holding Co MF2-GARCH Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0083 | 0.78 | |
| 0.8009 | 50.26 | |
| 0.2774 | 13.84 | |
| 10.0000 | 0.05 | |
| 0.2579 | 0.05 | |
| 0.1615 | 0.01 |
Estimation Period:
Feb 12, 2003 to Oct 11, 2007
Feb 12, 2003 to Oct 11, 2007
News Impact Curve
Volatility Forecasts
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