AMREP Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:51.39% (-6.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.1769 | 24.97 | |
| 0.6986 | 59.04 | |
| -0.0347 | -4.56 | |
| 0.0898 | 3.25 | |
| 0.0749 | 3.60 | |
| 0.9192 | 41.02 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
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