TPG RE Finance Trust, Inc. Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.50% (-2.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3704 | 3.43 | |
| 0.1810 | 4.17 | |
| 0.7148 | 15.76 | |
| 1.1845 | 0.73 | |
| -2.8736 | -1.13 | |
| 5.0779 | 3.00 | |
| -6.7997 | -5.26 | |
| 5.4969 | 3.77 | |
| -3.0063 | -1.88 | |
| 0.3890 | 0.28 | |
| 0.8343 | 0.79 | |
| -0.0945 | -0.14 |
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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