Arbor Realty Trust Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:33.96% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0360 | 12.44 | |
| 0.0373 | 12.06 | |
| 0.9395 | 370.62 | |
| 0.0399 | 8.36 |
Estimation Period:
Apr 7, 2004 to Feb 6, 2026
Apr 7, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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