360 Capital Mortgage Reit MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:0.02% (-9.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.8075 | 8,075,340.00 | |
| 0.0000 | 100.00 | |
| 0.3849 | 3,849,130.00 | |
| 1.0996 | 10,996,420.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 100.00 |
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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