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	param	t-stat
$ω$	3.1685	3.71
$α$	0.1238	25.88
$β$	0.9724	128.86
$ν$	3.7164	12.64

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PennyMac Mortgage Investment Trust GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:24.55% (+0.11%)

Date Range:

Parameter Estimates

Other PennyMac Mortgage Investment Trust Analyses