ARMOUR Residential REIT Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:29.86% (-1.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5552 | 2.85 | |
| 0.1595 | 5.92 | |
| 0.8141 | 24.08 | |
| 1.6728 | 4.08 | |
| -2.7015 | -3.89 | |
| 1.2265 | 2.41 | |
| -0.0166 | -0.05 | |
| -0.4670 | -1.68 | |
| 0.4867 | 1.38 | |
| -0.2726 | -0.63 | |
| 0.2969 | 0.69 | |
| -0.7014 | -2.20 | |
| 1.0805 | 2.02 |
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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