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	param	t-stat
$ω$	0.0320	14.49
$α$	0.1203	13.79
$β$	0.8144	159.15
$γ$	0.1307	7.09

V-Lab

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

Volatility Prediction for Friday, May 16th, 2025:16.98% (-0.60%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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