Hatteras Financial Corp EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0235 | 10.90 | |
| 0.1572 | 17.90 | |
| 0.9850 | 502.29 | |
| -0.0272 | -3.28 |
Estimation Period:
Apr 25, 2008 to Jul 8, 2016
Apr 25, 2008 to Jul 8, 2016
News Impact Curve
Volatility Forecasts
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