Ellington Financial LLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:23.69% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8526 | 4.67 | |
| 0.2563 | 7.59 | |
| 0.6192 | 14.82 | |
| -0.0044 | -0.06 | |
| -0.0408 | -0.38 | |
| 0.2121 | 3.23 | |
| -0.3001 | -5.02 | |
| 0.1559 | 3.04 |
Estimation Period:
Oct 8, 2010 to Feb 6, 2026
Oct 8, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Ellington Financial LLC Analyses
Other Zero Slope Spline-GARCH Analyses on Real Estate