Orchid Island Capital Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.99% (-3.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.0969 | 4.08 | |
| 0.1246 | 32.79 | |
| 0.9784 | 192.98 | |
| 3.6972 | 16.72 |
Estimation Period:
Feb 14, 2013 to Feb 6, 2026
Feb 14, 2013 to Feb 6, 2026
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