Arbor Realty Trust Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:36.12% (-1.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8127 | 6.30 | |
| 0.1697 | 7.51 | |
| 0.7223 | 21.18 | |
| 0.4636 | 6.71 | |
| -0.8067 | -6.99 | |
| 0.3987 | 4.28 | |
| -0.0016 | -0.02 | |
| -0.0187 | -0.25 | |
| -0.0286 | -0.36 | |
| -0.0469 | -0.33 |
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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