V-Lab
Orchid Island Capital Inc MEM Volatility Analysis
Volatility Prediction for Wednesday, May 8th, 2024:26.15% (-2.37%)
Analysis last updated: Tuesday, May 7, 2024 at 10:06 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1193 | 14.44 | |
| 0.3265 | 31.66 | |
| 0.6682 | 74.44 |
Estimation Period:
Feb 14, 2013 to May 3, 2024
Feb 14, 2013 to May 3, 2024
News Impact Curve
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