Mortgage Choice Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7887 | 3.59 | |
| 0.1977 | 7.02 | |
| 0.4861 | 7.41 | |
| -0.4647 | -1.75 | |
| 1.0357 | 3.03 | |
| -1.3356 | -7.16 | |
| 1.3460 | 6.32 | |
| -0.8042 | -2.95 | |
| 0.3874 | 1.34 | |
| -0.4094 | -1.72 | |
| 0.6039 | 2.85 | |
| -0.5936 | -2.32 | |
| 0.2396 | 1.01 |
Estimation Period:
Aug 10, 2004 to Jun 18, 2021
Aug 10, 2004 to Jun 18, 2021
News Impact Curve
Volatility Forecasts
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