Ares Commercial Real Estate Corp AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:59.37% (-2.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0202 | 7.28 | |
| 0.0955 | 24.69 | |
| 0.9033 | 272.90 | |
| 0.2792 | 7.59 |
Estimation Period:
Apr 26, 2012 to Feb 6, 2026
Apr 26, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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