Impac Mortgage Holdings Inc AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4295 | 15.95 | |
| 0.1951 | 19.04 | |
| 0.8231 | 114.96 | |
| -0.1489 | -0.95 |
Estimation Period:
Nov 21, 1995 to Jun 28, 2024
Nov 21, 1995 to Jun 28, 2024
News Impact Curve
Volatility Forecasts
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