Orchid Island Capital Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:19.32% (+2.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.0603 | 4.06 | |
| 0.1257 | 32.23 | |
| 0.9779 | 187.44 | |
| 3.6956 | 16.49 |
Estimation Period:
Feb 14, 2013 to Feb 20, 2026
Feb 14, 2013 to Feb 20, 2026
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