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	param	t-stat
$m$	36
$α$	0.0934	16.40
$β$	0.7029	85.15
$γ$	0.1959	21.36
$λ_{1}$	0.0079	5.35
$λ_{2}$	0.0307	7.80
$λ_{3}$	0.9669	214.90

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Chimera Investment Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:36.55% (-4.18%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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