Delta Credit SPV GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 28th, 2026:361.83% (-15.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0770 | 5.61 | |
| 0.0828 | 10.00 | |
| 0.9172 | 33.75 |
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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