V-Lab
V-Lab

Brookfield Office Properties Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, June 11th, 2014:681.62% (-0.01%)

Analysis last updated: Friday, April 29, 2016 at 05:57 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Brookfield Office Properties Inc SGARCH
paramt-stat
ω0.45044.60
α0.16255.55
β0.759521.66
γ1-0.1375-1.74
γ2-0.0634-0.56
γ30.37104.48
γ4-0.2701-3.45
γ50.24113.40
γ6-0.1683-2.52
γ7-0.1110-1.11
γ80.29222.08
Estimation Period:
Jun 2, 1999 to Jun 6, 2014
Impact of return on volatility tomorrow
Volatility Forecasts