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	param	t-stat
$ω$	0.0411	18.79
$α$	0.2207	41.17
$β$	0.9837	1,042.03
$γ$	-0.0587	-11.41

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Capstead Mortgage Corp EGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Capstead Mortgage Corp Analyses