ACRES Commercial Realty Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:39.42% (-2.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4518 | 3.09 | |
| 0.1481 | 6.70 | |
| 0.8033 | 36.00 | |
| 0.2384 | 0.81 | |
| -0.9415 | -2.22 | |
| 1.0616 | 4.05 | |
| -0.3659 | -1.38 | |
| 0.2898 | 0.98 | |
| -0.9119 | -2.35 | |
| 1.2573 | 2.43 | |
| -0.8314 | -1.65 | |
| 0.0424 | 0.10 | |
| 0.2642 | 0.95 |
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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