Ares Commercial Real Estate Corp GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:62.47% (+28.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0219 | 12.36 | |
| 0.0913 | 23.75 | |
| 0.9087 | 275.20 |
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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