V-Lab: Rithm Property Trust Inc MF2-GARCH Volatility Analysis

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Rithm Property Trust Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, December 16th, 2025:29.19% (-1.44%)

Analysis last updated: Monday, December 15, 2025 at 10:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	86
$α$	0.0566	4.05
$β$	0.7737	64.69
$γ$	0.1614	10.82
$λ_{1}$	0.1893	0.40
$λ_{2}$	1.0000	0.41
$λ_{3}$	0.0000	0.00

Estimation Period:
Feb 16, 2015 to Dec 12, 2025

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