TPG Mortgage Investment Trust Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.71% (-2.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.1259 | 14.20 | |
| 0.7295 | 55.32 | |
| 0.1168 | 10.39 | |
| 0.0054 | 2.92 | |
| 0.0336 | 6.67 | |
| 0.9663 | 169.05 |
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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