MTGE Investment Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1156 | 10.63 | |
| 0.1025 | 7.55 | |
| 0.7979 | 67.82 | |
| 0.0590 | 2.70 |
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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