Ellington Financial LLC Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:22.32% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8549 | 5.48 | |
| 0.2597 | 7.60 | |
| 0.6280 | 15.61 | |
| -0.0312 | -1.49 | |
| 0.1056 | 3.51 | |
| -0.1701 | -5.20 |
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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