Ellington Credit Co GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 1st, 2025:56.34% (+29.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0961 | 16.61 | |
| 0.1834 | 26.41 | |
| 0.7928 | 107.41 |
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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