Orchid Island Capital Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.58% (-2.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8118 | 5.21 | |
| 0.1332 | 5.29 | |
| 0.8056 | 19.27 | |
| 0.2988 | 1.31 | |
| -0.5745 | -1.42 | |
| 0.4686 | 1.43 | |
| -0.2054 | -0.72 | |
| -0.1624 | -0.63 | |
| 0.2881 | 1.75 |
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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