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	param	t-stat
$m$	126
$α$	0.0683	9.90
$β$	0.7695	51.63
$γ$	0.1437	9.30
$λ_{1}$	0.0699	1.23
$λ_{2}$	0.0624	1.33
$λ_{3}$	0.9174	14.02

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PennyMac Mortgage Investment Trust MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:41.22% (-3.87%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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