MFA Financial Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.65% (-1.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0354 | 13.65 | |
| 0.0659 | 17.19 | |
| 0.8854 | 373.13 | |
| 0.0962 | 10.15 |
Estimation Period:
Apr 13, 1998 to Feb 6, 2026
Apr 13, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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