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	param	t-stat
$ω$	0.0245	8.46
$α$	0.3204	31.11
$β$	0.9732	535.02
$γ$	-0.0801	-8.38

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

Volatility Prediction for Friday, May 16th, 2025:18.26% (-0.38%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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