Impac Mortgage Holdings Inc GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 50.6208 | 6.31 | |
| 0.1067 | 118.70 | |
| 0.9948 | 1,328.18 | |
| 3.1107 | 99.06 |
Estimation Period:
Nov 21, 1995 to Jun 28, 2024
Nov 21, 1995 to Jun 28, 2024
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