Rithm Property Trust Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 16th, 2025:29.13% (-1.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0301 | 9.75 | |
| 0.0414 | 9.12 | |
| 0.9060 | 268.69 | |
| 0.1052 | 11.91 |
Estimation Period:
Feb 16, 2015 to Dec 12, 2025
Feb 16, 2015 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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