Home Point Capital Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9416 | 2.22 | |
| 0.4155 | 1.96 | |
| 0.1964 | 1.82 | |
| 12.6154 | 0.58 | |
| -32.1380 | -1.41 | |
| 37.4447 | 1.45 | |
| -24.0128 | -0.73 | |
| 12.5167 | 0.48 | |
| -9.1041 | -0.38 | |
| -11.7523 | -0.49 | |
| 53.8958 | 2.24 | |
| -119.7453 | -4.68 | |
| 126.7882 | 7.64 |
Estimation Period:
Jan 29, 2021 to Jul 28, 2023
Jan 29, 2021 to Jul 28, 2023
News Impact Curve
Volatility Forecasts
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