ARMOUR Residential REIT Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:23.82% (-1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0677 | 6.06 | |
| 0.6907 | 42.77 | |
| 0.1922 | 14.03 | |
| 0.0220 | 2.92 | |
| 0.1131 | 2.90 | |
| 0.8869 | 21.75 |
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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