Capstead Mortgage Corp APARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0595 | 21.68 | |
| 0.1204 | 31.65 | |
| 0.8796 | 273.60 | |
| 0.2283 | 12.63 | |
| 1.6308 | 44.04 |
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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