Hatteras Financial Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0380 | 8.51 | |
| 0.0925 | 12.05 | |
| 0.8971 | 153.05 | |
| 0.0029 | 0.26 |
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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