Tremont Mortgage Trust Asy. MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7457 | 11.15 | |
| 0.2507 | 12.37 | |
| 0.6825 | 48.91 | |
| 0.0649 | 1.96 |
Estimation Period:
Sep 14, 2017 to Sep 24, 2021
Sep 14, 2017 to Sep 24, 2021
News Impact Curve
Volatility Forecasts
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