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	param	t-stat
$ω$	0.7918	3.94
$α$	0.1646	7.67
$β$	0.7796	32.37
$γ_{1}$	0.2629	1.38
$γ_{2}$	-0.5512	-1.88
$γ_{3}$	0.5793	2.87
$γ_{4}$	-0.6153	-3.37
$γ_{5}$	0.8161	3.73
$γ_{6}$	-0.7931	-3.15
$γ_{7}$	0.2531	1.10
$γ_{8}$	0.1059	0.71

V-Lab

Invesco Mortgage Capital Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:30.21% (+6.71%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Invesco Mortgage Capital Inc Analyses