V-Lab: Rithm Property Trust Inc GAS-GARCH Student T Volatility Analysis

V-Lab

Rithm Property Trust Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, June 13th, 2025:29.79% (-0.72%)

Analysis last updated: Thursday, June 12, 2025 at 10:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.6464	6.04
$α$	0.1140	55.36
$β$	0.9889	577.28
$ν$	3.6801	35.05

Estimation Period:
Feb 16, 2015 to Jun 6, 2025