V-Lab
Orchid Island Capital Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:33.02% (+4.75%)
Analysis last updated: Thursday, April 25, 2024 at 09:53 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2334 | 9.98 | |
| 0.0586 | 5.32 | |
| 0.8105 | 75.08 | |
| 0.1328 | 5.84 |
Estimation Period:
Feb 14, 2013 to Apr 19, 2024
Feb 14, 2013 to Apr 19, 2024
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