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	param	t-stat
$ω$	0.4463	12.92
$α$	0.1588	18.26
$β$	0.8393	117.08
$γ$	0.0036	0.27

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Impac Mortgage Holdings Inc GJR-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Impac Mortgage Holdings Inc Analyses