Redwood Trust Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:78.25% (+37.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0339 | 16.03 | |
| 0.0520 | 18.90 | |
| 0.9205 | 394.73 | |
| 0.0514 | 8.39 |
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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