Apollo Commercial Real Estate Finance Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:20.40% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 101 | ||
| 0.0686 | 12.37 | |
| 0.8424 | 137.33 | |
| 0.0862 | 8.75 | |
| 0.0033 | 3.18 | |
| 0.0456 | 13.67 | |
| 0.9544 | 241.25 |
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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