Capstead Mortgage Corp AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0328 | 7.01 | |
| 0.1218 | 36.60 | |
| 0.8816 | 329.46 | |
| 0.3805 | 7.27 |
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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