Capstead Mortgage Corp MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1040 | 10.99 | |
| 0.3208 | 41.83 | |
| 0.6792 | 117.26 |
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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