MTGE Investment Corp MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0633 | 6.27 | |
| 0.2889 | 24.23 | |
| 0.6806 | 98.79 |
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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