Starwood Property Trust Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:18.19% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0700 | 4.32 | |
| 0.1577 | 6.42 | |
| 0.7793 | 30.03 | |
| -0.0317 | -1.36 | |
| 0.1051 | 3.17 | |
| -0.1613 | -5.38 |
Estimation Period:
Aug 12, 2009 to Feb 6, 2026
Aug 12, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Starwood Property Trust Inc Analyses
Other Spline-GARCH Analyses on Real Estate