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	param	t-stat
$ω$	0.8833	4.57
$α$	0.2031	5.73
$β$	0.7524	21.67
$γ_{1}$	0.3705	3.91
$γ_{2}$	-0.4909	-3.62
$γ_{3}$	0.1137	1.77

V-Lab

S&P Composite 1500 Mortgage REITs Industry Index Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 16th, 2025:20.69% (-0.18%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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