Rithm Capital Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:26.10% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6132 | 5.67 | |
| 0.1333 | 5.13 | |
| 0.7645 | 17.03 | |
| 1.6496 | 2.94 | |
| -2.1946 | -2.25 | |
| 0.6549 | 0.88 | |
| -0.4480 | -0.67 | |
| 1.4650 | 1.85 | |
| -2.1543 | -2.67 | |
| 1.6136 | 2.70 | |
| -1.4654 | -2.56 | |
| 1.6805 | 2.31 | |
| -1.0314 | -2.03 |
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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