Apollo Commercial Real Estate Finance Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:22.65% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5324 | 2.95 | |
| 0.1216 | 6.14 | |
| 0.8412 | 42.50 | |
| -0.0098 | -0.07 | |
| -0.0132 | -0.06 | |
| -0.0415 | -0.28 | |
| 0.3272 | 2.37 | |
| -0.5143 | -4.45 | |
| 0.3111 | 3.93 |
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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