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	param	t-stat
$ω$	0.7290	4.96
$α$	0.2050	5.78
$β$	0.7436	21.04
$γ_{1}$	0.1898	4.40
$γ_{2}$	-0.3747	-4.71

V-Lab

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

Volatility Prediction for Friday, May 16th, 2025:17.62% (-0.17%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P Composite 1500 Mortgage REITs Industry Index Analyses