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	param	t-stat
$ω$	0.1684	6.55
$α$	0.3619	27.31
$β$	0.6006	86.84

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PennyMac Mortgage Investment Trust MEM Volatility Analysis

Volatility Prediction for Thursday, February 19th, 2026:26.73% (-4.35%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PennyMac Mortgage Investment Trust Analyses