ARMOUR Residential REIT Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:29.65% (+2.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0081 | 13.20 | |
| 0.0371 | 9.73 | |
| 0.9327 | 358.99 | |
| 0.0606 | 10.89 |
Estimation Period:
Dec 3, 2007 to Feb 13, 2026
Dec 3, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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