Orchid Island Capital Inc EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:33.16% (+1.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0711 | 9.51 | |
| 0.2016 | 19.15 | |
| 0.9524 | 202.90 | |
| -0.0550 | -6.63 |
Estimation Period:
Feb 14, 2013 to Feb 6, 2026
Feb 14, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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