Firm Capital Mortgage Investment Corp GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.15% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5026 | 6.66 | |
| 0.1186 | 39.99 | |
| 0.9838 | 419.18 | |
| 5.2735 | 13.70 |
Estimation Period:
Oct 6, 1999 to Feb 6, 2026
Oct 6, 1999 to Feb 6, 2026
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