TPG Mortgage Investment Trust Inc GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:25.66% (-1.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0343 | 10.57 | |
| 0.1191 | 20.20 | |
| 0.8809 | 152.06 |
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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