Blackstone Mortgage Trust Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.10% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0155 | 7.91 | |
| 0.1630 | 8.88 | |
| 0.7731 | 36.54 | |
| 0.0947 | 1.41 | |
| -0.2340 | -1.86 | |
| 0.4205 | 3.24 | |
| -0.4019 | -2.39 | |
| -0.1163 | -0.56 | |
| 0.4414 | 2.54 | |
| -0.1459 | -1.40 | |
| -0.0474 | -0.55 | |
| -0.2165 | -1.64 |
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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