Starwood Property Trust Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:20.44% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0481 | 3.90 | |
| 0.1597 | 6.16 | |
| 0.7701 | 27.69 | |
| -0.0575 | -0.62 | |
| 0.0808 | 0.55 | |
| -0.0410 | -0.34 | |
| 0.1902 | 1.71 | |
| -0.3549 | -4.07 | |
| 0.2304 | 4.27 |
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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