Apollo Commercial Real Estate Finance Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:18.75% (-0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5212 | 2.97 | |
| 0.1250 | 6.47 | |
| 0.8438 | 45.87 | |
| -0.0453 | -0.71 | |
| 0.0310 | 0.34 | |
| 0.1371 | 2.30 | |
| -0.3798 | -4.58 |
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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