TPG RE Finance Trust, Inc. GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:20.71% (-2.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.2942 | 7.99 | |
| 0.1088 | 49.03 | |
| 0.9938 | 1,341.21 | |
| 4.1361 | 40.12 |
Estimation Period:
Jul 20, 2017 to Feb 6, 2026
Jul 20, 2017 to Feb 6, 2026
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