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	param	t-stat
$ω$	0.1404	15.15
$α$	0.0707	11.73
$β$	0.8266	124.11
$γ$	0.1337	8.88

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PennyMac Mortgage Investment Trust GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:41.53% (-3.34%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PennyMac Mortgage Investment Trust Analyses