Claros Mortgage Trust Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:66.18% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8021 | 7.84 | |
| 0.0267 | 1.41 | |
| 0.8889 | 11.89 | |
| 0.2452 | 2.41 | |
| -0.3866 | -2.89 |
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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