Arlington Asset Investment Corp GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 42.2586 | 8.68 | |
| 0.1084 | 101.40 | |
| 0.9986 | 6,484.47 | |
| 4.5914 | 48.26 |
Estimation Period:
Dec 23, 1997 to Dec 8, 2023
Dec 23, 1997 to Dec 8, 2023
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