MTGE Investment Corp GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0430 | 3.53 | |
| 0.1213 | 16.17 | |
| 0.9686 | 113.93 | |
| 4.0771 | 7.86 |
Estimation Period:
Aug 4, 2011 to Aug 31, 2018
Aug 4, 2011 to Aug 31, 2018
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