Atrium Mortgage Investment Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:11.04% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7748 | 2.96 | |
| 0.1122 | 5.13 | |
| 0.8318 | 23.57 | |
| -0.0477 | -0.90 | |
| 0.1100 | 1.49 | |
| -0.1597 | -2.83 |
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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