MFA Financial Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.27% (-1.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0132 | 6.33 | |
| 0.1400 | 8.92 | |
| 0.8279 | 52.33 | |
| 0.0346 | 1.60 | |
| -0.0316 | -0.90 | |
| -0.0253 | -0.90 | |
| 0.0843 | 2.98 | |
| -0.1318 | -3.33 |
Estimation Period:
Apr 13, 1998 to Feb 6, 2026
Apr 13, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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