Franklin BSP Realty Trust Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:22.93% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8793 | 9.42 | |
| 0.0687 | 1.88 | |
| 0.8054 | 8.78 | |
| -0.3429 | -2.88 | |
| 0.5607 | 2.12 |
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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