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	param	t-stat
$ω$	0.7645	3.94
$α$	0.1671	7.61
$β$	0.7973	40.08
$γ_{1}$	-0.0418	-1.57
$γ_{2}$	0.1111	2.81
$γ_{3}$	-0.1524	-3.74

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Invesco Mortgage Capital Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:22.23% (-0.92%)

Date Range:

Parameter Estimates

News Impact Curve

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