Cherry Hill Mortgage Investment Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:34.32% (-1.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.1500 | 12.63 | |
| 0.6706 | 51.16 | |
| 0.1070 | 6.92 | |
| 0.0017 | 0.84 | |
| 0.0083 | 5.12 | |
| 0.9917 | 422.52 |
Estimation Period:
Oct 4, 2013 to Feb 13, 2026
Oct 4, 2013 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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