ACRES Commercial Realty Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:52.35% (+0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4684 | 2.55 | |
| 0.1486 | 6.79 | |
| 0.8189 | 42.14 | |
| -0.0305 | -0.11 | |
| -0.3840 | -0.95 | |
| 0.5387 | 1.94 | |
| 0.3113 | 0.93 | |
| -0.9185 | -2.07 | |
| 0.5718 | 1.49 | |
| 0.2983 | 1.03 | |
| -0.9422 | -3.32 | |
| 1.1288 | 2.96 |
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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