Redwood Trust Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:104.41% (+65.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0298 | 5.75 | |
| 0.1085 | 6.86 | |
| 0.8659 | 51.77 | |
| -0.1294 | -2.72 | |
| 0.2222 | 3.00 | |
| -0.1394 | -3.10 | |
| 0.0794 | 2.25 | |
| -0.0946 | -2.25 | |
| 0.1795 | 3.61 | |
| -0.2485 | -3.21 |
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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