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	param	t-stat
$ω$	4.0024	4.97
$α$	0.1294	43.70
$β$	0.9864	375.35
$ν$	4.6857	16.53

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Invesco Mortgage Capital Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:21.60% (-0.87%)

Date Range:

Parameter Estimates

Other Invesco Mortgage Capital Inc Analyses