360 Capital Mortgage Reit GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.96% (-1.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9751 | 7.14 | |
| 0.1321 | 19.58 | |
| 0.9039 | 79.45 | |
| 2.6961 | 19.34 |
Estimation Period:
Apr 24, 2009 to Feb 6, 2026
Apr 24, 2009 to Feb 6, 2026
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