Redwood Trust Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:54.96% (+12.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 10.6961 | 4.85 | |
| 0.0944 | 79.96 | |
| 0.9958 | 1,235.43 | |
| 4.5635 | 28.43 |
Estimation Period:
Aug 4, 1995 to Feb 6, 2026
Aug 4, 1995 to Feb 6, 2026
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