TPG Mortgage Investment Trust Inc EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:29.61% (+0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0326 | 16.37 | |
| 0.2422 | 25.89 | |
| 0.9847 | 833.75 | |
| -0.0547 | -8.10 |
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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