Firm Capital Mortgage Investment Corp EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:10.66% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0173 | 14.82 | |
| 0.2725 | 45.54 | |
| 0.9769 | 618.69 | |
| -0.0439 | -7.16 |
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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