Claros Mortgage Trust Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:57.96% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0531 | 1.88 | |
| 0.0000 | 0.00 | |
| 0.9813 | 344.68 | |
| 0.0265 | 4.17 |
Estimation Period:
Nov 3, 2021 to Feb 13, 2026
Nov 3, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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