Delta Credit SPV AGARCH Volatility Analysis
Volatility Prediction for Wednesday, January 28th, 2026:888.75% (-38.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0185 | -1.55 | |
| 0.4999 | 4.19 | |
| 0.9177 | 313.86 | |
| -0.1953 | -4.71 |
Estimation Period:
Nov 25, 2009 to Jan 1, 2026
Nov 25, 2009 to Jan 1, 2026
News Impact Curve
Volatility Forecasts
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