360 Capital Mortgage Reit AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.04% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1454 | 15.17 | |
| 0.2860 | 22.08 | |
| 0.6319 | 53.81 | |
| 0.2172 | 5.24 |
Estimation Period:
Apr 24, 2009 to Feb 6, 2026
Apr 24, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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