Impac Mortgage Holdings Inc GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4446 | 12.87 | |
| 0.1604 | 17.64 | |
| 0.8396 | 115.81 |
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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