Ellington Credit Co APARCH Volatility Analysis
Volatility Prediction for Tuesday, April 1st, 2025:52.85% (+24.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0824 | 15.38 | |
| 0.1731 | 22.83 | |
| 0.8178 | 101.96 | |
| 0.2940 | 8.72 | |
| 1.1226 | 18.60 |
Estimation Period:
May 1, 2013 to Mar 28, 2025
May 1, 2013 to Mar 28, 2025
News Impact Curve
Volatility Forecasts
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