Dynex Capital Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.14% (-1.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4459 | 4.27 | |
| 0.1436 | 9.90 | |
| 0.8273 | 55.61 | |
| -0.1185 | -1.59 | |
| 0.3389 | 2.73 | |
| -0.4596 | -4.52 | |
| 0.3330 | 4.21 | |
| -0.0776 | -1.37 | |
| -0.0285 | -0.59 | |
| 0.0217 | 0.44 | |
| 0.0030 | 0.06 | |
| -0.0273 | -0.86 |
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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