Redwood Trust Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:105.41% (+62.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0527 | 5.62 | |
| 0.1072 | 6.91 | |
| 0.8695 | 53.72 | |
| -0.1274 | -2.63 | |
| 0.2178 | 2.89 | |
| -0.1338 | -2.91 | |
| 0.0723 | 1.99 | |
| -0.0823 | -1.92 | |
| 0.1456 | 3.20 | |
| -0.1444 | -4.69 |
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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