Claros Mortgage Trust Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:64.80% (+2.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 10.0281 | 3.71 | |
| 0.0592 | 9.24 | |
| 0.9753 | 142.03 | |
| 4.3138 | 4.16 |
Estimation Period:
Nov 3, 2021 to Feb 6, 2026
Nov 3, 2021 to Feb 6, 2026
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