PHH Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1136 | 8.57 | |
| 0.0000 | 0.00 | |
| 0.9177 | 351.47 | |
| 0.1507 | 13.24 |
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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