Firm Capital Mortgage Investment Corp APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:10.10% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0269 | 17.17 | |
| 0.1492 | 39.59 | |
| 0.8508 | 202.86 | |
| 0.1404 | 9.03 | |
| 1.6532 | 38.06 |
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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