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	param	t-stat
$ω$	0.4179	3.53
$α$	0.1799	9.14
$β$	0.7667	35.52
$γ_{1}$	0.5497	1.93
$γ_{2}$	-0.8574	-2.05
$γ_{3}$	0.1864	0.62
$γ_{4}$	0.2411	0.97
$γ_{5}$	0.0496	0.14
$γ_{6}$	-0.6010	-0.92
$γ_{7}$	1.1161	1.48
$γ_{8}$	-1.3502	-2.39
$γ_{9}$	1.0486	2.11
$γ_{10}$	-0.5274	-1.41

V-Lab

Two Harbors Investment Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:80.10% (+12.56%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Two Harbors Investment Corp Analyses