MTGE Investment Corp EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0385 | 10.53 | |
| 0.2322 | 21.72 | |
| 0.9309 | 147.18 | |
| -0.0439 | -5.21 |
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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