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	param	t-stat
$ω$	0.7266	11.94
$α$	0.2479	22.79
$β$	0.7228	72.58
$γ$	-0.2966	-1.99

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Tremont Mortgage Trust AGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tremont Mortgage Trust Analyses