V-Lab: Rithm Property Trust Inc GJR-GARCH Volatility Analysis

V-Lab

Rithm Property Trust Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, June 13th, 2025:30.54% (-0.60%)

Analysis last updated: Thursday, June 12, 2025 at 10:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0294	8.91
$α$	0.0360	8.76
$β$	0.9074	270.78
$γ$	0.1132	12.90

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts