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	param	t-stat
$ω$	0.8899	1.85
$α$	0.1803	3.54
$β$	0.6240	4.27
$γ_{1}$	16.4136	1.44
$γ_{2}$	-22.4593	-1.43
$γ_{3}$	7.6024	0.86
$γ_{4}$	0.9868	0.16
$γ_{5}$	-14.8609	-2.51
$γ_{6}$	32.9335	3.67
$γ_{7}$	-38.6281	-3.79
$γ_{8}$	26.7586	2.36
$γ_{9}$	-18.9462	-1.86
$γ_{10}$	15.5083	1.39

V-Lab

Tremont Mortgage Trust Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tremont Mortgage Trust Analyses