Nationstar Mortgage Holdings Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7600 | 13.35 | |
| 0.2339 | 8.38 | |
| 0.5624 | 22.73 | |
| 0.0340 | 0.66 |
Estimation Period:
Mar 8, 2012 to Jul 27, 2018
Mar 8, 2012 to Jul 27, 2018
News Impact Curve
Volatility Forecasts
Other Nationstar Mortgage Holdings Inc Analyses
Other GJR-GARCH Analyses on Equities