Apollo Residential Mortgage Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9403 | 3.87 | |
| 0.1755 | 3.41 | |
| 0.0000 | 0.00 | |
| -3.8643 | -1.03 | |
| 6.3559 | 0.97 | |
| -2.6484 | -0.42 | |
| -1.2164 | -0.24 | |
| -1.6832 | -0.53 | |
| 8.6322 | 3.11 | |
| -9.6624 | -3.23 | |
| 11.4632 | 3.54 | |
| -15.3492 | -4.51 | |
| 4.9615 | 0.65 |
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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