Tremont Mortgage Trust APARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3360 | 5.37 | |
| 0.1937 | 20.29 | |
| 0.8044 | 78.79 | |
| 0.0633 | 1.81 | |
| 1.7092 | 9.27 |
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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