Arlington Asset Investment Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9882 | 4.99 | |
| 0.1733 | 8.22 | |
| 0.7766 | 31.67 | |
| -0.2878 | -4.28 | |
| 0.4076 | 4.02 | |
| -0.0615 | -0.82 | |
| -0.2444 | -2.90 | |
| 0.3375 | 3.67 | |
| -0.1957 | -1.98 | |
| 0.1264 | 1.00 | |
| -0.1479 | -1.24 |
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 Zero Slope Spline-GARCH Analyses on Real Estate