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	param	t-stat
$ω$	0.3637	3.48
$α$	0.1792	8.89
$β$	0.7531	33.26
$γ_{1}$	0.3160	1.31
$γ_{2}$	-0.5191	-1.46
$γ_{3}$	0.0048	0.02
$γ_{4}$	0.5959	1.61
$γ_{5}$	-0.7990	-1.86
$γ_{6}$	0.8298	2.41
$γ_{7}$	-0.6990	-1.89
$γ_{8}$	0.1532	0.37
$γ_{9}$	0.7902	1.57

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Two Harbors Investment Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:70.70% (-6.72%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Two Harbors Investment Corp Analyses