ACRES Commercial Realty Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:47.81% (+2.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0642 | 11.23 | |
| 0.0456 | 10.78 | |
| 0.8915 | 259.69 | |
| 0.1257 | 14.01 |
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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