Ellington Financial LLC GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.84% (-1.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1099 | 22.56 | |
| 0.2503 | 29.01 | |
| 0.7055 | 92.64 |
Estimation Period:
Oct 8, 2010 to Feb 6, 2026
Oct 8, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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