Claros Mortgage Trust Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:53.74% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0000 | 0.00 | |
| 0.8021 | 5.64 | |
| 0.0707 | 2.89 | |
| 0.0748 | 0.10 | |
| 0.0238 | 0.18 | |
| 0.9706 | 5.29 |
Estimation Period:
Nov 3, 2021 to Feb 6, 2026
Nov 3, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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