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	param	t-stat
$ω$	1.0641	6.32
$α$	0.1397	7.80
$β$	0.8032	37.32
$γ_{1}$	-0.1513	-1.19
$γ_{2}$	0.1946	0.87
$γ_{3}$	-0.1289	-0.67
$γ_{4}$	0.4375	2.46
$γ_{5}$	-0.9456	-4.14
$γ_{6}$	1.0704	4.24
$γ_{7}$	-0.7165	-3.43
$γ_{8}$	0.3923	2.38
$γ_{9}$	-0.2271	-1.62
$γ_{10}$	0.4260	2.12

V-Lab

Anworth Mortgage Asset Corp Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Anworth Mortgage Asset Corp Analyses