PHH Corp APARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0330 | 14.71 | |
| 0.0725 | 16.45 | |
| 0.9275 | 221.37 | |
| 0.6520 | 11.03 | |
| 0.5000 | 7.91 |
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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