Firm Capital Mortgage Investment Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:9.59% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1314 | 6.55 | |
| 0.1600 | 9.31 | |
| 0.7870 | 31.61 | |
| 0.0859 | 4.28 | |
| -0.1111 | -3.46 | |
| 0.0376 | 1.57 | |
| 0.0223 | 1.04 | |
| -0.1135 | -3.97 |
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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