Blackstone Mortgage Trust Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:25.36% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 14.9053 | 7.51 | |
| 0.0793 | 94.60 | |
| 0.9990 | 7,866.14 | |
| 4.3364 | 68.55 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
Other Blackstone Mortgage Trust Inc Analyses
Other GAS-GARCH Student T Analyses on Real Estate