Starwood Property Trust Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.60% (-1.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.0330 | 9.53 | |
| 0.7382 | 100.58 | |
| 0.2508 | 29.28 | |
| 0.0070 | 4.55 | |
| 0.0495 | 5.36 | |
| 0.9470 | 92.04 |
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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