TPG RE Finance Trust, Inc. MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.99% (-2.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0994 | 9.34 | |
| 0.7347 | 64.42 | |
| 0.1955 | 8.47 | |
| 0.0101 | 3.47 | |
| 0.0471 | 4.06 | |
| 0.9529 | 74.47 |
Estimation Period:
Jul 20, 2017 to Feb 6, 2026
Jul 20, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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