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V-Lab

Dynex Capital Inc MF2-GARCH Volatility Analysis

Volatility prediction for Wednesday, June 10th, 2026

1 Day

20.30%

increased by 0.25%

1 Week

20.78%

increased by 0.73%

1 Month

22.18%

increased by 2.13%

Analysis last updated: Tuesday, June 9, 2026 at 09:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dynex Capital Inc MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time
paramt-stat
m21
α0.094016.95
β0.682560.82
γ0.186917.79
λ10.00964.69
λ20.03748.34
λ30.9609191.42
Estimation Period:
Jan 2, 1990 to Jun 5, 2026