AMREP Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:55.75% (-4.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7058 | 5.57 | |
| 0.1384 | 8.63 | |
| 0.7976 | 35.83 | |
| -0.2127 | -3.90 | |
| 0.3576 | 4.39 | |
| -0.3151 | -5.77 | |
| 0.3539 | 7.45 | |
| -0.2857 | -4.89 | |
| 0.1302 | 2.14 | |
| -0.1039 | -1.67 | |
| 0.2089 | 3.21 | |
| -0.2061 | -2.89 | |
| 0.0784 | 1.40 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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