TPG RE Finance Trust, Inc. Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.89% (-2.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3725 | 3.45 | |
| 0.1808 | 4.17 | |
| 0.7149 | 15.77 | |
| 1.2347 | 0.76 | |
| -2.9645 | -1.17 | |
| 5.1620 | 3.06 | |
| -6.8819 | -5.32 | |
| 5.5595 | 3.80 | |
| -3.0335 | -1.89 | |
| 0.3642 | 0.26 | |
| 0.9521 | 0.80 | |
| -0.4279 | -0.26 |
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 Spline-GARCH Analyses on Real Estate