TPG RE Finance Trust, Inc. EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:26.32% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0301 | 7.83 | |
| 0.1985 | 18.03 | |
| 0.9874 | 749.18 | |
| -0.1067 | -14.17 |
Estimation Period:
Jul 20, 2017 to Feb 6, 2026
Jul 20, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other TPG RE Finance Trust, Inc. Analyses
Other EGARCH Analyses on Real Estate