TPG RE Finance Trust, Inc. GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:22.32% (-1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0255 | 9.64 | |
| 0.1149 | 16.40 | |
| 0.8851 | 153.21 |
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 GARCH Analyses on Real Estate