Impac Mortgage Holdings Inc MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.3824 | 14.49 | |
| 0.4813 | 23.07 | |
| -0.0709 | -2.24 | |
| 0.1387 | 6.20 | |
| 0.0679 | 6.99 | |
| 0.9321 | 95.86 |
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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