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	param	t-stat
$m$	31
$α$	0.1172	19.01
$β$	0.7051	78.79
$γ$	0.1844	20.33
$λ_{1}$	0.0081	5.49
$λ_{2}$	0.0333	9.10
$λ_{3}$	0.9665	240.24

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Capstead Mortgage Corp MF2-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Capstead Mortgage Corp Analyses