MTGE Investment Corp Asy. MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0835 | 23.10 | |
| 0.2235 | 23.21 | |
| 0.6545 | 90.77 | |
| 0.1569 | 8.56 |
Estimation Period:
Aug 4, 2011 to Aug 31, 2018
Aug 4, 2011 to Aug 31, 2018
News Impact Curve
Volatility Forecasts
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