Apollo Residential Mortgage Inc GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0161 | 5.96 | |
| 0.0540 | 13.51 | |
| 0.9402 | 211.94 |
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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