Cherry Hill Mortgage Investment Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:38.06% (-2.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5908 | 6.36 | |
| 0.2070 | 7.13 | |
| 0.6822 | 17.82 | |
| 0.0333 | 1.83 | |
| -0.0446 | -1.19 |
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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