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	param	t-stat
$m$	26
$α$	0.1457	5.31
$β$	0.6922	16.59
$γ$	0.0645	1.70
$λ_{1}$	0.0644	0.69
$λ_{2}$	0.0927	1.53
$λ_{3}$	0.9073	13.40

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Tremont Mortgage Trust MF2-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tremont Mortgage Trust Analyses