AmNet Mortgage Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0138 | 3.43 | |
| 0.1031 | 17.41 | |
| 0.9987 | 951.17 | |
| -0.0228 | -4.27 |
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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