Redwood Trust Inc AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:93.03% (-4.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0347 | 11.40 | |
| 0.0952 | 34.80 | |
| 0.9034 | 351.50 | |
| 0.3675 | 10.67 |
Estimation Period:
Aug 4, 1995 to Feb 13, 2026
Aug 4, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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