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	param	t-stat
$ω$	0.8854	5.86
$α$	0.1520	9.40
$β$	0.8135	44.90
$γ_{1}$	0.0022	0.43
$γ_{2}$	-0.0203	-2.59
$γ_{3}$	0.0539	6.54

V-Lab

Capstead Mortgage Corp Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Capstead Mortgage Corp Analyses