Rithm Capital Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:28.32% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1290 | 3.64 | |
| 0.1427 | 4.70 | |
| 0.7560 | 16.26 | |
| 0.3310 | 1.30 | |
| -0.6350 | -1.84 | |
| 0.7118 | 3.75 | |
| -0.6125 | -2.80 | |
| 0.0233 | 0.08 | |
| 0.6246 | 1.44 |
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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