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	param	t-stat
$ω$	1.9656	7.60
$α$	0.1622	8.99
$β$	0.7782	38.56
$γ_{1}$	0.0780	1.12
$γ_{2}$	-0.2092	-1.60
$γ_{3}$	0.4061	3.02
$γ_{4}$	-0.3917	-2.26
$γ_{5}$	-0.1201	-0.56
$γ_{6}$	0.4309	2.42
$γ_{7}$	-0.1029	-1.00
$γ_{8}$	-0.1584	-2.36
$γ_{9}$	0.0532	1.13

V-Lab

Blackstone Mortgage Trust Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:25.83% (-0.55%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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