Anworth Mortgage Asset Corp GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0410 | 13.99 | |
| 0.1204 | 27.86 | |
| 0.8787 | 269.54 |
Estimation Period:
Mar 12, 1998 to Mar 19, 2021
Mar 12, 1998 to Mar 19, 2021
News Impact Curve
Volatility Forecasts
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