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	param	t-stat
$ω$	0.0433	11.53
$α$	0.1548	22.59
$β$	0.9701	475.55
$γ$	-0.0677	-12.09

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PennyMac Mortgage Investment Trust EGARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:37.52% (-1.88%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PennyMac Mortgage Investment Trust Analyses