Ares Commercial Real Estate Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:48.84% (+15.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0198 | 8.81 | |
| 0.0430 | 12.31 | |
| 0.9224 | 340.51 | |
| 0.0647 | 8.80 |
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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