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	param	t-stat
$ω$	0.4522	5.41
$α$	0.2795	4.45
$β$	0.6243	10.13
$γ_{1}$	0.2473	2.91
$γ_{2}$	-0.5492	-4.14
$γ_{3}$	0.4999	5.25
$γ_{4}$	-0.0959	-0.91
$γ_{5}$	-0.4027	-2.68
$γ_{6}$	0.5185	2.91
$γ_{7}$	-0.3632	-2.64
$γ_{8}$	0.3214	4.11
$γ_{9}$	-0.2889	-3.38
$γ_{10}$	0.3994	2.96

V-Lab

Impac Mortgage Holdings Inc Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Impac Mortgage Holdings Inc Analyses