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	param	t-stat
$ω$	0.0419	20.21
$α$	0.2548	29.43
$β$	0.9720	676.44
$γ$	-0.0641	-7.63

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Invesco Mortgage Capital Inc EGARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:22.05% (-0.88%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Invesco Mortgage Capital Inc Analyses