Two Harbors Investment Corp GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:82.47% (+8.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0318 | 9.21 | |
| 0.1259 | 31.57 | |
| 0.8741 | 248.81 |
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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