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	param	t-stat
$ω$	0.5573	3.27
$α$	0.1371	5.66
$β$	0.8080	21.24
$γ_{1}$	-0.0797	-1.01
$γ_{2}$	0.1313	1.15
$γ_{3}$	-0.1852	-2.18

V-Lab

Orchid Island Capital Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:16.39% (+0.57%)

Date Range:

Parameter Estimates

News Impact Curve

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