AmNet Mortgage Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0077 | 2.60 | |
| 0.0249 | 9.05 | |
| 0.9626 | 390.81 | |
| 0.0250 | 4.87 |
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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