360 Capital Mortgage Reit APARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:13.13% (+0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1163 | 15.14 | |
| 0.2349 | 18.49 | |
| 0.6997 | 49.12 | |
| 0.0520 | 1.87 | |
| 2.0974 | 14.51 |
Estimation Period:
Apr 24, 2009 to Feb 13, 2026
Apr 24, 2009 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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