Two Harbors Investment Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:77.11% (-2.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0279 | 18.79 | |
| 0.0609 | 10.88 | |
| 0.8893 | 352.04 | |
| 0.0998 | 7.10 |
Estimation Period:
Dec 12, 2007 to Feb 13, 2026
Dec 12, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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