PHH Corp AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2049 | 5.00 | |
| 0.2044 | 23.89 | |
| 0.7953 | 106.44 | |
| 0.6321 | 4.23 |
Estimation Period:
Jan 19, 2005 to Sep 28, 2018
Jan 19, 2005 to Sep 28, 2018
News Impact Curve
Volatility Forecasts
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