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	param	t-stat
$m$	76
$α$	0.0884	18.16
$β$	0.7729	124.46
$γ$	0.1235	15.29
$λ_{1}$	0.0651	5.67
$λ_{2}$	0.2996	13.16
$λ_{3}$	0.6865	24.88

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Invesco Mortgage Capital Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:22.54% (-0.85%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Invesco Mortgage Capital Inc Analyses