Arbor Realty Trust Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:40.87% (+5.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8073 | 6.24 | |
| 0.1697 | 7.51 | |
| 0.7222 | 21.22 | |
| 0.4592 | 6.63 | |
| -0.7997 | -6.92 | |
| 0.3951 | 4.24 | |
| -0.0003 | -0.00 | |
| -0.0187 | -0.26 | |
| -0.0292 | -0.45 | |
| -0.0456 | -0.87 |
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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