AMREP Corp AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:51.95% (-3.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2549 | 21.52 | |
| 0.1331 | 37.45 | |
| 0.8576 | 244.33 | |
| 0.1485 | 2.42 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
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