TPG Mortgage Investment Trust Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.40% (-1.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.6509 | 5.43 | |
| 0.1309 | 45.76 | |
| 0.9881 | 485.54 | |
| 4.7461 | 17.71 |
Estimation Period:
Jun 30, 2011 to Feb 6, 2026
Jun 30, 2011 to Feb 6, 2026
Other TPG Mortgage Investment Trust Inc Analyses
Other GAS-GARCH Student T Analyses on Real Estate