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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0940 | 16.95 | |
| 0.6825 | 60.82 | |
| 0.1869 | 17.79 | |
| 0.0096 | 4.69 | |
| 0.0374 | 8.34 | |
| 0.9609 | 191.42 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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