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	param	t-stat
$m$	56
$α$	0.2049	10.93
$β$	0.7554	78.24
$γ$	0.0263	0.98
$λ_{1}$	0.0329	14.70
$λ_{2}$	0.0101	6.18
$λ_{3}$	0.9878	518.81

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Arlington Asset Investment Corp MF2-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Arlington Asset Investment Corp Analyses