Ditech Holding Corp EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0483 | 10.01 | |
| 0.1721 | 30.37 | |
| 0.9899 | 921.72 | |
| -0.0788 | -12.55 |
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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