TPG Mortgage Investment Trust Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:26.21% (-1.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8716 | 4.24 | |
| 0.1508 | 6.26 | |
| 0.8127 | 31.83 | |
| 0.1639 | 1.75 | |
| -0.2924 | -1.98 | |
| 0.3818 | 3.26 | |
| -0.4882 | -3.77 | |
| 0.2995 | 2.95 |
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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