ACRES Commercial Realty Corp EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:50.92% (+4.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0458 | 10.04 | |
| 0.2052 | 29.05 | |
| 0.9827 | 712.59 | |
| -0.0853 | -14.94 |
Estimation Period:
Feb 7, 2006 to Feb 6, 2026
Feb 7, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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