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	param	t-stat
$m$	61
$α$	0.0378	5.43
$β$	0.7730	110.72
$γ$	0.2250	25.97
$λ_{1}$	0.0096	4.01
$λ_{2}$	0.0388	3.27
$λ_{3}$	0.9612	77.36

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Two Harbors Investment Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:84.66% (-7.92%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Two Harbors Investment Corp Analyses