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	param	t-stat
$ω$	0.1539	15.24
$α$	0.3809	23.57
$β$	0.9490	235.25
$γ$	-0.0267	-1.45

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Tremont Mortgage Trust EGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tremont Mortgage Trust Analyses