Anworth Mortgage Asset Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0742 | 6.04 | |
| 0.1413 | 7.65 | |
| 0.8073 | 38.14 | |
| -0.1427 | -1.07 | |
| 0.1754 | 0.75 | |
| -0.1088 | -0.54 | |
| 0.4166 | 2.24 | |
| -0.9212 | -3.82 | |
| 1.0409 | 3.92 | |
| -0.6733 | -3.09 | |
| 0.3147 | 1.85 | |
| -0.0568 | -0.41 | |
| -0.1069 | -1.03 |
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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