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{type} for {date}

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	param	t-stat
$ω$	0.8891	1.85
$α$	0.1821	3.55
$β$	0.6204	4.21
$γ_{1}$	16.3313	1.43
$γ_{2}$	-22.3541	-1.42
$γ_{3}$	7.6453	0.86
$γ_{4}$	0.7762	0.12
$γ_{5}$	-14.5316	-2.45
$γ_{6}$	32.5873	3.64
$γ_{7}$	-38.4776	-3.79
$γ_{8}$	27.1801	2.42
$γ_{9}$	-20.5100	-2.15
$γ_{10}$	19.7869	3.59

V-Lab

Tremont Mortgage Trust Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tremont Mortgage Trust Analyses