Ares Commercial Real Estate Corp GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:45.18% (+0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.1158 | 5.20 | |
| 0.0939 | 48.13 | |
| 0.9925 | 755.32 | |
| 4.9634 | 14.74 |
Estimation Period:
Apr 26, 2012 to Feb 6, 2026
Apr 26, 2012 to Feb 6, 2026
Other Ares Commercial Real Estate Corp Analyses
Other GAS-GARCH Student T Analyses on Real Estate