AMREP Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:61.38% (+2.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6692 | 5.24 | |
| 0.1378 | 8.64 | |
| 0.7974 | 35.86 | |
| -0.2397 | -4.36 | |
| 0.4029 | 4.93 | |
| -0.3498 | -6.43 | |
| 0.3859 | 8.13 | |
| -0.3153 | -5.41 | |
| 0.1559 | 2.56 | |
| -0.1265 | -2.02 | |
| 0.2328 | 3.40 | |
| -0.2400 | -2.89 | |
| 0.1466 | 1.47 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
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