MFA Financial Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.66% (-1.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0614 | 6.06 | |
| 0.1390 | 9.01 | |
| 0.8326 | 54.60 | |
| 0.0347 | 1.55 | |
| -0.0333 | -0.92 | |
| -0.0182 | -0.64 | |
| 0.0626 | 2.58 | |
| -0.0734 | -4.64 |
Estimation Period:
Apr 13, 1998 to Feb 6, 2026
Apr 13, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other MFA Financial Inc Analyses
Other Zero Slope Spline-GARCH Analyses on Real Estate