Redwood Trust Inc EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:42.43% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0326 | 19.48 | |
| 0.1869 | 33.74 | |
| 0.9864 | 1,210.31 | |
| -0.0454 | -9.77 |
Estimation Period:
Aug 4, 1995 to Feb 6, 2026
Aug 4, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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