ACRES Commercial Realty Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:50.74% (+3.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 96 | ||
| 0.0500 | 13.09 | |
| 0.8206 | 156.12 | |
| 0.1830 | 23.76 | |
| 0.0609 | 5.96 | |
| 0.0762 | 5.42 | |
| 0.9191 | 58.80 |
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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