Claros Mortgage Trust Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:45.95% (-1.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6405 | 6.35 | |
| 0.0291 | 1.16 | |
| 0.7287 | 3.21 | |
| -0.3631 | -1.14 | |
| 0.9612 | 1.94 | |
| -1.7750 | -3.19 |
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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