Hatteras Financial Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1931 | 4.11 | |
| 0.0980 | 3.69 | |
| 0.8377 | 16.38 | |
| -1.9627 | -2.20 | |
| 2.6218 | 1.89 | |
| -0.7992 | -0.72 | |
| 0.2026 | 0.16 | |
| 0.7295 | 0.58 | |
| -2.5962 | -2.12 | |
| 4.0501 | 2.75 | |
| -3.3264 | -2.96 |
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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