Acadia Realty Trust Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:31.29% (+5.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8832 | 4.29 | |
| 0.0844 | 8.24 | |
| 0.8940 | 76.14 | |
| -0.0049 | -0.40 | |
| -0.0004 | -0.03 | |
| 0.0182 | 2.24 | |
| -0.0197 | -3.79 |
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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