Franklin BSP Realty Trust Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:88.11% (-5.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1810 | 7.06 | |
| 0.0000 | 0.00 | |
| 0.8792 | 87.19 | |
| 0.1375 | 11.25 |
Estimation Period:
Oct 19, 2021 to Feb 13, 2026
Oct 19, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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