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	param	t-stat
$ω$	0.0978	9.89
$α$	0.1346	26.07
$β$	0.8292	122.01
$γ$	0.5969	10.50

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PennyMac Mortgage Investment Trust AGARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:39.26% (-3.49%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PennyMac Mortgage Investment Trust Analyses