Blackstone Mortgage Trust Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.44% (+0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.1273 | 19.16 | |
| 0.5368 | 30.16 | |
| 0.1713 | 16.33 | |
| 0.0093 | 2.17 | |
| 0.0703 | 5.69 | |
| 0.9297 | 67.42 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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