ACRES Commercial Realty Corp GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:52.21% (+3.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 10.7332 | 6.98 | |
| 0.1100 | 86.44 | |
| 0.9954 | 1,653.42 | |
| 3.9133 | 54.28 |
Estimation Period:
Feb 7, 2006 to Feb 6, 2026
Feb 7, 2006 to Feb 6, 2026
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