Capstead Mortgage Corp Asy. MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1057 | 28.20 | |
| 0.2590 | 34.70 | |
| 0.6855 | 134.33 | |
| 0.1110 | 7.16 |
Estimation Period:
Jan 2, 1990 to Oct 15, 2021
Jan 2, 1990 to Oct 15, 2021
News Impact Curve
Volatility Forecasts
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