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	param	t-stat
$m$	61
$α$	0.1049	11.09
$β$	0.7102	71.94
$γ$	0.1924	13.07
$λ_{1}$	0.0262	4.39
$λ_{2}$	0.2925	9.70
$λ_{3}$	0.7075	22.71

V-Lab

S&P Composite 1500 Mortgage REITs Industry Index MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 16th, 2025:17.18% (-0.33%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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