Cherry Hill Mortgage Investment Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:35.39% (-2.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6094 | 6.68 | |
| 0.2078 | 7.16 | |
| 0.6800 | 17.36 | |
| 0.0422 | 3.07 | |
| -0.0676 | -3.79 |
Estimation Period:
Oct 4, 2013 to Feb 6, 2026
Oct 4, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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