ARMOUR Residential REIT Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:26.53% (-1.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5596 | 2.77 | |
| 0.1607 | 6.00 | |
| 0.8145 | 24.51 | |
| 1.6305 | 3.97 | |
| -2.6353 | -3.76 | |
| 1.1896 | 2.29 | |
| -0.0005 | -0.00 | |
| -0.4637 | -1.65 | |
| 0.4669 | 1.30 | |
| -0.2302 | -0.52 | |
| 0.1964 | 0.45 | |
| -0.4618 | -1.51 | |
| 0.4518 | 1.98 |
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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