Orchid Island Capital Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.42% (-2.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0521 | 4.55 | |
| 0.8129 | 58.64 | |
| 0.1342 | 11.15 | |
| 3.3455 | 1.60 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 |
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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