Firm Capital Mortgage Investment Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:9.56% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.1259 | 22.53 | |
| 0.7582 | 94.10 | |
| 0.0810 | 8.57 | |
| 0.0032 | 8.52 | |
| 0.0191 | 8.70 | |
| 0.9775 | 374.97 |
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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