V-Lab: Orchid Island Capital Inc APARCH Volatility Analysis

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V-Lab

Orchid Island Capital Inc APARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:17.88% (-0.62%)

Analysis last updated: Friday, May 17, 2024 at 09:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0718	9.85
$α$	0.1119	16.04
$β$	0.8719	83.86
$γ$	0.5191	7.52
$δ$	0.5774	13.52

Estimation Period:
Feb 14, 2013 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts