Impac Mortgage Holdings Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1080 | 13.26 | |
| 0.2971 | 25.97 | |
| 0.9767 | 505.30 | |
| 0.0041 | 0.53 |
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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