Starwood Property Trust Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:18.31% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0307 | 11.14 | |
| 0.0306 | 11.04 | |
| 0.8886 | 287.00 | |
| 0.1427 | 14.20 |
Estimation Period:
Aug 12, 2009 to Feb 6, 2026
Aug 12, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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