V-Lab: A Self-Administered Real Estate Investment Trust Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

A Self-Administered Real Estate Investment Trust Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, April 17th, 2024:19.67% (0.00%)

Analysis last updated: Wednesday, April 17, 2024 at 09:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.6315	3.81
$α$	0.3584	4.32
$β$	0.1349	1.91
$γ_{1}$	0.6751	0.95
$γ_{2}$	-0.4015	-0.39
$γ_{3}$	-0.2965	-0.46
$γ_{4}$	-0.6707	-1.44
$γ_{5}$	1.4931	2.87
$γ_{6}$	-1.1886	-2.29
$γ_{7}$	1.4540	2.40
$γ_{8}$	-2.5401	-3.77
$γ_{9}$	2.0482	3.46
$γ_{10}$	-0.5497	-1.57

Estimation Period:
Jul 14, 2011 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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