Capstead Mortgage Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0478 | 18.10 | |
| 0.0734 | 19.61 | |
| 0.8871 | 332.11 | |
| 0.0792 | 10.09 |
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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