AmNet Mortgage Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0381 | 6.17 | |
| 0.2726 | 5.77 | |
| 0.5630 | 10.71 | |
| 0.0191 | 0.52 | |
| -0.2818 | -4.11 |
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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