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	param	t-stat
$ω$	1.2934	3.93
$α$	0.0554	3.21
$β$	0.9158	24.56
$γ_{1}$	0.2866	0.33
$γ_{2}$	-1.0578	-0.80
$γ_{3}$	1.7288	2.20
$γ_{4}$	-1.3024	-2.95

V-Lab

Apollo Residential Mortgage Inc Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Apollo Residential Mortgage Inc Analyses