Dynex Capital Inc GJR-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Wednesday, June 10th, 2026
1 Day
19.74%
increased by 0.42%
1 Week
20.13%
increased by 0.81%
1 Month
21.59%
increased by 2.27%
Analysis last updated: Tuesday, June 9, 2026 at 09:38 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0304 | 16.47 | |
| 0.0537 | 20.67 | |
| 0.9072 | 446.46 | |
| 0.0782 | 13.31 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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