Atrium Mortgage Investment EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:11.98% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0071 | 3.84 | |
| 0.1555 | 18.14 | |
| 0.9731 | 409.75 | |
| -0.0501 | -7.02 |
Estimation Period:
Sep 4, 2012 to Feb 6, 2026
Sep 4, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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