V-Lab: Orchid Island Capital Inc APARCH Volatility Analysis

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V-Lab

Orchid Island Capital Inc APARCH Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:27.66% (-2.58%)

Analysis last updated: Tuesday, May 7, 2024 at 10:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0707	9.84
$α$	0.1109	16.01
$β$	0.8736	85.14
$γ$	0.5172	7.44
$δ$	0.5788	13.49

Estimation Period:
Feb 14, 2013 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts