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	param	t-stat
$ω$	0.0254	9.32
$α$	0.1948	28.09
$β$	0.8082	153.74
$γ$	0.2410	10.05

V-Lab

S&P Composite 1500 Mortgage REITs Industry Index AGARCH Volatility Analysis

Volatility Prediction for Friday, May 16th, 2025:17.03% (-1.09%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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