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{type} for {date}

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	param	t-stat
$ω$	2.0854	5.42
$α$	0.1612	4.57
$β$	0.6236	7.86
$γ_{1}$	3.2235	3.16
$γ_{2}$	-3.5341	-2.27
$γ_{3}$	-1.7194	-1.38
$γ_{4}$	4.6322	3.65
$γ_{5}$	-3.6684	-3.10
$γ_{6}$	0.8904	0.81
$γ_{7}$	0.8359	0.60
$γ_{8}$	-2.1397	-0.96

V-Lab

MTGE Investment Corp Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other MTGE Investment Corp Analyses