Ares Commercial Real Estate Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:70.93% (+29.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.1083 | 14.04 | |
| 0.6843 | 52.12 | |
| 0.1419 | 11.23 | |
| 0.0306 | 2.56 | |
| 0.1383 | 4.31 | |
| 0.8581 | 23.69 |
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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