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	param	t-stat
$ω$	0.8073	4.91
$α$	0.1638	5.73
$β$	0.7482	17.41
$γ_{1}$	0.3779	1.47
$γ_{2}$	-0.6941	-1.60
$γ_{3}$	0.6665	1.65
$γ_{4}$	-0.7399	-1.68
$γ_{5}$	0.5709	1.45
$γ_{6}$	-0.0800	-0.28
$γ_{7}$	-0.0895	-0.34
$γ_{8}$	-0.1855	-0.55
$γ_{9}$	0.2368	0.78

V-Lab

PennyMac Mortgage Investment Trust Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:34.26% (-2.60%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PennyMac Mortgage Investment Trust Analyses