Franklin BSP Realty Trust Inc EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:25.61% (-0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0345 | 3.81 | |
| 0.1267 | 8.45 | |
| 0.9704 | 155.24 | |
| -0.0634 | -7.91 |
Estimation Period:
Oct 19, 2021 to Feb 6, 2026
Oct 19, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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