Apollo Residential Mortgage Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0179 | 6.44 | |
| 0.1212 | 10.96 | |
| 0.9890 | 440.15 | |
| -0.0131 | -1.41 |
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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