Two Harbors Investment Corp EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:75.56% (+14.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0383 | 16.78 | |
| 0.2324 | 35.05 | |
| 0.9735 | 681.28 | |
| -0.0821 | -12.12 |
Estimation Period:
Dec 12, 2007 to Feb 6, 2026
Dec 12, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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