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	param	t-stat
$ω$	0.5563	3.23
$α$	0.1364	5.67
$β$	0.8101	21.65
$γ_{1}$	-0.0803	-1.00
$γ_{2}$	0.1314	1.14
$γ_{3}$	-0.1802	-2.12

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Orchid Island Capital Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:27.28% (-2.66%)

Date Range:

Parameter Estimates

News Impact Curve

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