Anworth Mortgage Asset Corp GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.1819 | 5.67 | |
| 0.1040 | 63.75 | |
| 0.9938 | 1,009.99 | |
| 4.9425 | 20.64 |
Estimation Period:
Mar 12, 1998 to Mar 19, 2021
Mar 12, 1998 to Mar 19, 2021
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