V-Lab
Orchid Island Capital Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:26.39% (-1.12%)
Analysis last updated: Monday, May 6, 2024 at 09:57 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2331 | 9.99 | |
| 0.0579 | 5.33 | |
| 0.8110 | 75.87 | |
| 0.1336 | 5.91 |
Estimation Period:
Feb 14, 2013 to May 3, 2024
Feb 14, 2013 to May 3, 2024
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