AmNet Mortgage Inc AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0357 | -2.87 | |
| 0.0883 | 25.76 | |
| 0.9244 | 345.58 | |
| 0.6755 | 6.00 |
Estimation Period:
Oct 28, 1997 to Dec 12, 2005
Oct 28, 1997 to Dec 12, 2005
News Impact Curve
Volatility Forecasts
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