AmNet Mortgage Inc MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2121 | 18.73 | |
| 0.5621 | 37.11 | |
| 0.0707 | 3.53 | |
| 0.0000 | 0.00 | |
| 0.0228 | 3.31 | |
| 0.9761 | 120.27 |
Estimation Period:
Oct 28, 1997 to Dec 12, 2005
Oct 28, 1997 to Dec 12, 2005
News Impact Curve
Volatility Forecasts
Other AmNet Mortgage Inc Analyses
Other MF2-GARCH Analyses on Equities