AMREP Corp EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:48.57% (-4.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1329 | 23.50 | |
| 0.2578 | 39.08 | |
| 0.9518 | 417.47 | |
| -0.0105 | -2.04 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
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