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	param	t-stat
$ω$	0.1697	21.13
$α$	0.2800	24.98
$β$	0.6148	96.13
$γ$	0.1299	6.34

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PennyMac Mortgage Investment Trust Asy. MEM Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:31.43% (+3.59%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PennyMac Mortgage Investment Trust Analyses