Ares Commercial Real Estate Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:75.76% (-5.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6536 | 7.57 | |
| 0.1487 | 6.07 | |
| 0.8027 | 29.23 | |
| 0.0179 | 3.78 |
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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