Ellington Financial LLC MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:23.13% (+0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1755 | 21.93 | |
| 0.5920 | 44.37 | |
| 0.1882 | 14.11 | |
| 0.0010 | 1.55 | |
| 0.0117 | 5.28 | |
| 0.9879 | 340.06 |
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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