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	param	t-stat
$ω$	0.0343	15.93
$α$	0.1749	25.49
$β$	0.8251	155.42
$γ$	0.2215	9.53
$δ$	1.7307	22.51

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

Volatility Prediction for Friday, May 16th, 2025:16.92% (-0.55%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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