AmNet Mortgage Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6997 | 2.40 | |
| 0.2691 | 5.72 | |
| 0.5194 | 8.57 | |
| -1.0991 | -1.37 | |
| 1.6677 | 1.51 | |
| -0.9010 | -1.49 | |
| 0.3598 | 0.74 | |
| -0.6265 | -1.48 | |
| 1.2406 | 4.02 |
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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