Dynex Capital Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:26.11% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0303 | 16.46 | |
| 0.0533 | 20.59 | |
| 0.9077 | 447.59 | |
| 0.0779 | 13.24 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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