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	param	t-stat
$ω$	0.0519	16.72
$α$	0.0923	14.90
$β$	0.8577	251.96
$γ$	0.0880	7.38

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Invesco Mortgage Capital Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:30.03% (+7.55%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Invesco Mortgage Capital Inc Analyses