Ditech Holding Corp AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3561 | 10.86 | |
| 0.3643 | 11.33 | |
| 0.7358 | 59.47 | |
| 0.6883 | 11.41 |
Estimation Period:
Mar 20, 1998 to Sep 27, 2019
Mar 20, 1998 to Sep 27, 2019
News Impact Curve
Volatility Forecasts
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