Front Yard Residential Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1645 | 2.86 | |
| 0.1124 | 3.12 | |
| 0.6051 | 5.23 | |
| 4.4914 | 2.74 | |
| -5.9365 | -2.58 | |
| 2.1725 | 1.36 | |
| -1.1091 | -0.72 | |
| -0.2158 | -0.17 | |
| 1.2868 | 1.04 | |
| 0.2488 | 0.21 | |
| -2.6370 | -2.20 | |
| 3.4870 | 2.46 | |
| -2.8228 | -2.55 |
Estimation Period:
Dec 13, 2012 to Jan 8, 2021
Dec 13, 2012 to Jan 8, 2021
News Impact Curve
Volatility Forecasts
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