TPG Mortgage Investment Trust Inc AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.74% (-1.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0258 | 6.42 | |
| 0.1248 | 21.39 | |
| 0.8758 | 152.97 | |
| 0.3826 | 11.10 |
Estimation Period:
Jun 30, 2011 to Feb 6, 2026
Jun 30, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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