Home Capital Group Inc AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0414 | 7.95 | |
| 0.0657 | 19.88 | |
| 0.9305 | 286.85 | |
| 0.6902 | 9.66 |
Estimation Period:
Jan 1, 1990 to Sep 1, 2023
Jan 1, 1990 to Sep 1, 2023
News Impact Curve
Volatility Forecasts
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