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	param	t-stat
$ω$	0.8097	5.23
$α$	0.1339	5.27
$β$	0.8036	18.84
$γ_{1}$	0.2933	1.29
$γ_{2}$	-0.5655	-1.41
$γ_{3}$	0.4633	1.42
$γ_{4}$	-0.2025	-0.72
$γ_{5}$	-0.1672	-0.66
$γ_{6}$	0.2941	1.81

V-Lab

Orchid Island Capital Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:18.90% (+0.47%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Orchid Island Capital Inc Analyses