Tremont Mortgage Trust GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 15.8961 | 3.19 | |
| 0.1548 | 24.23 | |
| 0.9636 | 88.90 | |
| 3.1575 | 14.25 |
Estimation Period:
Sep 14, 2017 to Sep 24, 2021
Sep 14, 2017 to Sep 24, 2021
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