Tremont Mortgage Trust GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5582 | 11.79 | |
| 0.2006 | 19.72 | |
| 0.7742 | 92.41 |
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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