Invesco Mortgage Capital Inc APARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.98% (-1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0597 | 17.79 | |
| 0.1461 | 29.11 | |
| 0.8539 | 216.57 | |
| 0.2463 | 10.22 | |
| 1.3458 | 19.10 |
Estimation Period:
Jun 26, 2009 to Feb 6, 2026
Jun 26, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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