Arlington Asset Investment Corp AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1601 | 10.63 | |
| 0.2146 | 18.48 | |
| 0.8062 | 110.92 | |
| 0.0730 | 0.64 |
Estimation Period:
Dec 23, 1997 to Dec 8, 2023
Dec 23, 1997 to Dec 8, 2023
News Impact Curve
Volatility Forecasts
Other Arlington Asset Investment Corp Analyses
Other AGARCH Analyses on Real Estate