Two Harbors Investment Corp GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:62.55% (+5.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7360 | 7.33 | |
| 0.1093 | 75.69 | |
| 0.9934 | 1,156.52 | |
| 4.3014 | 40.14 |
Estimation Period:
Dec 12, 2007 to Feb 13, 2026
Dec 12, 2007 to Feb 13, 2026
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