Anworth Mortgage Asset Corp MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0811 | 18.75 | |
| 0.7641 | 129.82 | |
| 0.1493 | 18.20 | |
| 0.0219 | 6.03 | |
| 0.0955 | 14.74 | |
| 0.8999 | 120.50 |
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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