360 Capital Mortgage Reit GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:12.97% (-0.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1139 | 15.49 | |
| 0.2330 | 21.56 | |
| 0.7097 | 65.47 |
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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