MTGE Investment Corp APARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0946 | 11.16 | |
| 0.1341 | 18.43 | |
| 0.8208 | 72.88 | |
| 0.3433 | 8.46 | |
| 0.7336 | 14.29 |
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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