TPG Mortgage Investment Trust Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:30.38% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8777 | 4.27 | |
| 0.1524 | 6.32 | |
| 0.8101 | 31.39 | |
| 0.1719 | 1.84 | |
| -0.3087 | -2.11 | |
| 0.4088 | 3.51 | |
| -0.5494 | -4.17 | |
| 0.4499 | 2.84 |
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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