Atrium Mortgage Investment GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.08% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0468 | 14.34 | |
| 0.0822 | 12.54 | |
| 0.8450 | 126.82 | |
| 0.0492 | 4.57 |
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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