Dynex Capital Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.43% (-1.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3295 | 4.38 | |
| 0.1417 | 9.55 | |
| 0.8203 | 50.24 | |
| -0.1249 | -1.78 | |
| 0.3543 | 3.06 | |
| -0.4794 | -5.12 | |
| 0.3533 | 4.85 | |
| -0.0954 | -1.81 | |
| -0.0109 | -0.24 | |
| -0.0063 | -0.13 | |
| 0.0666 | 1.21 | |
| -0.1922 | -2.12 |
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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