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{type} for {date}

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	param	t-stat
$ω$	0.9687	5.09
$α$	0.1537	9.27
$β$	0.8098	43.76
$γ_{1}$	0.0176	0.57
$γ_{2}$	-0.0225	-0.50
$γ_{3}$	-0.0067	-0.23
$γ_{4}$	-0.0186	-0.65
$γ_{5}$	0.0921	3.46
$γ_{6}$	-0.0878	-4.48

V-Lab

Capstead Mortgage Corp Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Capstead Mortgage Corp Analyses