Firm Capital Mortgage Investment Corp GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:10.15% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0269 | 18.40 | |
| 0.1585 | 40.25 | |
| 0.8321 | 201.81 |
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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