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	param	t-stat
$ω$	0.0306	16.65
$α$	0.2087	30.80
$β$	0.9862	1,306.20
$γ$	-0.0580	-10.96

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Anworth Mortgage Asset Corp EGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Anworth Mortgage Asset Corp Analyses