360 Capital Mortgage Reit EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.54% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0581 | 12.35 | |
| 0.3607 | 22.27 | |
| 0.9149 | 146.90 | |
| -0.0249 | -1.53 |
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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