Redwood Trust Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:92.58% (-6.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0823 | 21.33 | |
| 0.7587 | 76.95 | |
| 0.0838 | 11.34 | |
| 0.0313 | 2.65 | |
| 0.1491 | 3.45 | |
| 0.8509 | 18.93 |
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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