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	param	t-stat
$ω$	0.8014	4.97
$α$	0.1709	6.29
$β$	0.7337	17.97
$γ_{1}$	0.3839	1.55
$γ_{2}$	-0.7088	-1.70
$γ_{3}$	0.6837	1.76
$γ_{4}$	-0.7596	-1.77
$γ_{5}$	0.6050	1.56
$γ_{6}$	-0.1593	-0.57
$γ_{7}$	0.1096	0.44
$γ_{8}$	-0.6540	-2.10
$γ_{9}$	1.3216	2.11

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PennyMac Mortgage Investment Trust Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:42.16% (-1.50%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PennyMac Mortgage Investment Trust Analyses