Rithm Capital Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:38.89% (-1.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0792 | 8.19 | |
| 0.0232 | 7.27 | |
| 0.8934 | 201.17 | |
| 0.1246 | 11.21 |
Estimation Period:
May 2, 2013 to Feb 6, 2026
May 2, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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