Chimera Investment Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:45.90% (-5.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9596 | 4.87 | |
| 0.1855 | 8.45 | |
| 0.7250 | 26.37 | |
| -1.4736 | -6.15 | |
| 2.4299 | 6.57 | |
| -1.6126 | -6.19 | |
| 1.1156 | 4.32 | |
| -0.6294 | -2.40 | |
| 0.1467 | 0.57 | |
| 0.3199 | 1.19 | |
| -0.3513 | -1.52 | |
| -0.2438 | -1.00 | |
| 0.4833 | 1.01 |
Estimation Period:
Nov 16, 2007 to Feb 6, 2026
Nov 16, 2007 to Feb 6, 2026
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