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	param	t-stat
$ω$	0.0340	14.67
$α$	0.1927	25.56
$β$	0.8073	143.67

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

Volatility Prediction for Friday, May 16th, 2025:18.52% (-0.38%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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