Blackstone Mortgage Trust Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:21.60% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0081 | 9.15 | |
| 0.0444 | 16.12 | |
| 0.9428 | 438.09 | |
| 0.0256 | 3.09 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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