Firm Capital Mortgage Investment Corp AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:9.60% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0250 | 16.83 | |
| 0.1551 | 41.52 | |
| 0.8344 | 209.39 | |
| 0.1294 | 7.19 |
Estimation Period:
Oct 6, 1999 to Feb 6, 2026
Oct 6, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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