Orchid Island Capital Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:21.45% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0535 | 4.59 | |
| 0.8109 | 58.03 | |
| 0.1333 | 11.01 | |
| 3.3286 | 1.59 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 |
Estimation Period:
Feb 14, 2013 to Feb 20, 2026
Feb 14, 2013 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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