Invesco Mortgage Capital Inc Asy. MEM Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:25.76% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0394 | 27.09 | |
| 0.2425 | 21.37 | |
| 0.6937 | 115.27 | |
| 0.1276 | 8.18 |
Estimation Period:
Jun 26, 2009 to Feb 13, 2026
Jun 26, 2009 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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