Anworth Mortgage Asset Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0414 | 15.06 | |
| 0.0779 | 18.04 | |
| 0.8805 | 262.06 | |
| 0.0831 | 9.22 |
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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