Apollo Commercial Real Estate Finance Inc EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:20.75% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0180 | 7.83 | |
| 0.1692 | 27.76 | |
| 0.9893 | 928.00 | |
| -0.0658 | -11.29 |
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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