Apollo Residential Mortgage Inc AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0297 | 9.29 | |
| 0.0789 | 19.87 | |
| 0.9115 | 230.64 | |
| 0.0115 | 0.09 |
Estimation Period:
Jul 22, 2011 to Aug 26, 2016
Jul 22, 2011 to Aug 26, 2016
News Impact Curve
Volatility Forecasts
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