Acadia Realty Trust GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.60% (+1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0487 | 19.85 | |
| 0.0810 | 32.20 | |
| 0.9042 | 333.91 |
Estimation Period:
May 27, 1993 to Feb 6, 2026
May 27, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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