Delta Credit SPV APARCH Volatility Analysis
Volatility Prediction for Wednesday, January 28th, 2026:423.04% (-12.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0004 | 0.13 | |
| 0.0284 | 0.31 | |
| 0.9169 | 5.23 | |
| -0.5282 | -1.37 | |
| 3.0000 | 0.49 |
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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