Ditech Holding Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2142 | 10.71 | |
| 0.0491 | 13.89 | |
| 0.8868 | 188.13 | |
| 0.1281 | 10.81 |
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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