Orchid Island Capital Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.24% (-2.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2275 | 10.64 | |
| 0.0546 | 5.68 | |
| 0.8107 | 81.37 | |
| 0.1314 | 6.45 |
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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