Orchid Island Capital Inc GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.95% (-2.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1702 | 13.57 | |
| 0.1242 | 22.86 | |
| 0.8332 | 110.89 |
Estimation Period:
Feb 14, 2013 to Feb 6, 2026
Feb 14, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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