TPG Mortgage Investment Trust Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.63% (-1.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0344 | 10.94 | |
| 0.0870 | 11.81 | |
| 0.8839 | 158.23 | |
| 0.0582 | 4.88 |
Estimation Period:
Jun 30, 2011 to Feb 6, 2026
Jun 30, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other TPG Mortgage Investment Trust Inc Analyses
Other GJR-GARCH Analyses on Real Estate