360 Capital Mortgage Reit GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.81% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1160 | 15.25 | |
| 0.2117 | 9.28 | |
| 0.7046 | 61.39 | |
| 0.0518 | 1.42 |
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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