Aptus Value Housing Finance GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:37.99% (-1.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5481 | 7.01 | |
| 0.0245 | 3.56 | |
| 0.8305 | 44.52 | |
| 0.0793 | 1.98 |
Estimation Period:
Aug 24, 2021 to Feb 13, 2026
Aug 24, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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