V-Lab: Rithm Property Trust Inc Zero Slope Spline-GARCH Volatility Analysis

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Rithm Property Trust Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, December 15th, 2025:36.12% (+4.44%)

Analysis last updated: Saturday, December 13, 2025 at 01:18 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4741	3.69
$α$	0.1548	5.33
$β$	0.7507	18.54
$γ_{1}$	-1.0131	-1.98
$γ_{2}$	1.3156	1.75
$γ_{3}$	0.2263	0.45
$γ_{4}$	-1.2026	-2.40
$γ_{5}$	1.2808	2.56
$γ_{6}$	-1.2056	-2.27
$γ_{7}$	0.8129	2.06

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts