Franklin BSP Realty Trust Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:21.64% (-0.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9099 | 9.80 | |
| 0.0672 | 1.91 | |
| 0.8144 | 9.05 | |
| -0.2724 | -3.31 | |
| 0.3857 | 3.56 |
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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