Apollo Commercial Real Estate Finance Inc AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:21.92% (-1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0082 | 3.27 | |
| 0.0985 | 28.87 | |
| 0.9017 | 319.85 | |
| 0.3509 | 10.15 |
Estimation Period:
Sep 24, 2009 to Feb 13, 2026
Sep 24, 2009 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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