Apollo Commercial Real Estate Finance Inc GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:20.38% (-0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0145 | 13.60 | |
| 0.0932 | 26.05 | |
| 0.9068 | 298.89 |
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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