V-Lab
V-Lab

Brookfield Office Properties Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, June 11th, 2014:12.45% (-0.61%)

Analysis last updated: Friday, January 29, 2016 at 02:45 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Brookfield Office Properties Inc S0GARCH
paramt-stat
ω0.44864.51
α0.16025.51
β0.765221.90
γ1-0.1423-1.78
γ2-0.0554-0.48
γ30.36524.35
γ4-0.2667-3.35
γ50.24343.34
γ6-0.1848-2.62
γ7-0.0629-0.62
γ80.17431.59
Estimation Period:
Jun 2, 1999 to Jun 6, 2014
Impact of return on volatility tomorrow
Volatility Forecasts