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

V-Lab

Rithm Property Trust Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, June 12th, 2025:25.42% (-1.25%)

Analysis last updated: Wednesday, June 11, 2025 at 10:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5506	4.77
$α$	0.1588	5.36
$β$	0.7661	20.46
$γ_{1}$	-0.6358	-2.69
$γ_{2}$	1.2027	3.29
$γ_{3}$	-0.8502	-3.50
$γ_{4}$	0.5454	2.18
$γ_{5}$	-0.8803	-1.67

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts