Apollo Residential Mortgage Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0169 | 4.86 | |
| 0.0385 | 7.00 | |
| 0.9435 | 211.13 | |
| 0.0193 | 2.19 |
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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