Ditech Holding Corp GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2067 | 11.16 | |
| 0.1064 | 19.85 | |
| 0.8936 | 199.87 |
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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