Firm Capital Mortgage Investment Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:9.85% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0258 | 17.96 | |
| 0.1134 | 22.24 | |
| 0.8408 | 206.75 | |
| 0.0710 | 6.98 |
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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