Chimera Investment Corp AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:40.28% (-1.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0257 | 7.45 | |
| 0.1504 | 41.94 | |
| 0.8553 | 296.96 | |
| 0.4169 | 15.79 |
Estimation Period:
Nov 16, 2007 to Feb 13, 2026
Nov 16, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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