MTGE Investment Corp AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1822 | 15.44 | |
| 0.2053 | 23.18 | |
| 0.6690 | 57.95 | |
| 0.4583 | 10.51 |
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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