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	param	t-stat
$ω$	0.5364	11.04
$α$	0.1667	7.80
$β$	0.7825	89.91
$γ$	0.0502	1.27

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Tremont Mortgage Trust GJR-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tremont Mortgage Trust Analyses